Locked out accounts are monitored at the domain level and not at the azure AD level. Although, if you are using azure AD sync locking the account in azure would effectively lock the account at the domain level so when the sync happens the alert should trigger from our agents (which read the event logs of the domain controllers)
If you have the Azure Active Directory Connect application, you should be able to monitor the Azure events.
https://support.quest.com/technical-documents/active-administrator/8.5/user-guide/34#TOPIC-1357998
Unfortunately, there is no way to do this directly. That said, as long as the Azure account is linked to an on Prem AD account using Azure connect, we will catch the locked-out event for the on prem user when the Azure and on prem statuses are synchronized. Note that this would not pick up lock out events for Azure users who are not synchronized to an on prem AD account.
