Please provide O365 nintex actions that are not supported MFA(multi factor authentication)

At the moment, the authentication methods supported in O365 all go through the Connection Manager. That method supports OAuth 2.0 or basic.

If you have MFA in front of SharePoint, I'm not 100% if that does or doesn't allow such. But you can also check here to see which actions allow for what https://help.nintex.com/en-US/o365/#o365/O365WorkFlow/Connections.htm?Highlight=oauth