Urgent Security Issue: Unauthorized iCloud Login Notification Refused, Yet Unknown Device is Connected

I'm in the UAE and received an iCloud sign-in notification from Amsterdam, North Holland. I refused access.

I tried to change my password but had to wait one hour. After changing it, I checked my devices and found an unknown device connected to my account.

This happened despite having Two-Factor Authentication (2FA) and security questions enabled, and despite me rejecting the access notification.