O365 DumpDelegatesandForwardingRules.PS1 updated for MFA enabled Exchange Online Remote PowerShell Module
Follow these instructions to download the Exchange Online Powershell Module for non-legacy connections:
The Exchange Online Remote PowerShell Module needs to be installed on your computer:
In Internet Explorer or Edge, open the Exchange admin center (EAC) for your Exchange Online organization. For instructions, see Exchange Admin Center in Exchange Online.
Note: A browser that uses ClickOnce to download (like Internet Explorer or Edge) is needed to complete the next step.
In the EAC, go to Hybrid > Setup and click the appropriate Configure button to download the Exchange Online Remote PowerShell Module for multi-factor authentication.
In the Application Install window that opens, click Install.
Windows Remote Management (WinRM) on your computer needs to allow basic authentication (it's enabled by default). To verify that basic authentication is enabled, run this command in a Command Prompt:
Open the run line by hitting the windows key + r
Type services.msc and hit enter
Scroll down the list to the Windows Remote Management service
Highlight and start the service
I would recommend double clicking and changing the service to automatically start with delay