One thing I would add is that the screenshots you posted do not appear to match the Phone Link setup experience described in Microsoft's documentation. Phone Link is an optional app used to connect a phone to a Windows PC, and I am not aware of any Microsoft documentation stating that Phone Link is required to unlock a PC, verify a Windows device, use Microsoft Store, or continue using OneDrive.
Because of that, I would be cautious about interacting with those prompts and would focus on determining what process is generating them. If the mouse is moving on its own or someone may have had remote access to the PC, the AI answer's recommendation to treat the situation as a possible malware or tech-support-scam incident and perform a thorough security cleanup is appropriate. Microsoft also states that genuine Microsoft warnings do not include phone numbers for support.