Note that this landscape might change in the future. Microsoft is working on Azure Code Signing, which will mean Microsoft themselves manages issuing the certificate, doing the identity verification, etc - the only catch being that they probably don't want to have to deal with any lost keys or improperly stored keys, so they don't let you generate your own cert and you can only sign certs via the API or other integrations. All of this info is available via this talk [2] and it's the only public information available on this service that i've found.
0: https://codesigncert.com/sectigo-ev-code-signing