One of the biggest frustrations when I was studying for my stack which is Microsoft was that you can't practice on the actual tools companies use mostly because you know Azure price is absurd. Sentinel and Defender XDR licenses are expensive too, and free tiers don't give you the real thing.
I work in a SOC using both daily. A while back I found Microsoft's Applied Skills a section of their Learn platform that gives you a real Azure environment, hands you a scenario, and evaluates what you actually configured. No multiple choice, no memorization tricks, no way to fake it.
I did the Defender XDR one. Even with daily production experience, I ran into things I hadn't configured before. Worth the few hours.
Relevant labs for security students: Microsoft Sentinel, Defender XDR, Configure SIEM security operations using Microsoft Sentinel, Secure workloads with Azure networking , Deploy and configure Azure Monitor and a lot more that I didnt do yet
you gain a badge which is good for networking and posting if you guys like that type of thing.
All available labs here Azure, security, networking, data:
learn.microsoft.com/credentials/applied-skills/