Compliancy audit - all devices used to connect to any MS365 service

I need to create an audit of all devices that are used in the last 30 days to connect to any Microsoft service within a tenant.

This as a starting point for conditional access.

I can seem to audit all devices used to connect to SharePoint, Exchange etc, but I seem unable to do the same for Microsoft Teams. Teams shows the user, but not the devices.

Anyone who has a magic trick to get this info or a total overview of devices for any service?