Please try the following:

azure account set -s {Subscription Id}

That should change the subscription.

1. List all the subscriptions you have

    az account list --output table
    
      Name             CloudName     SubscriptionId     State     IsDefault
    ---------------   ------------  ----------------  ---------  ----------
    AssociateProd      AzureCloud    xxxxxxxxxxxx       Enabled    False

2. Pick the subscription you want and use it in the command below.

    az account set --subscription <subscription_id>

Try in this way.it worked for me to set Azure PowerShell to a specific Azure Subscription

Set-AzContext -SubscriptionId "t666-e251-49ce-a1cd-5c3144"

Use id (subscription id) that is GUID, which will be listed when you did az login

And then execute the below command..

az account set --subscription fffde5cb-cccc-aaaa-eee-457c3292608e

An important tip! Be careful mixing Azure Shell and Powershell - eg. "az login" and "Connect-AzAccount" If you use "az login" it will not reflect on commands like Get-AzContext. So if you have powershell scripts that depend on Get-AzContext they'll fail.