You can do this via command line!(IT WORKED!!)
Login to the PC as the Azure AD user you want to be a local admin. This gets the GUID onto the PC.
Log out as that user and login as a local admin user.
Open a command prompt as Administrator and using the command line, add the user to the administrators group. As an example, if I had a user called John Doe, the command would be “net localgroup administrators AzureAD\JohnDoe /add” without the quotes.
Log back in as the user and they will be a local admin now.