Thanks for the heads up.
I just found out that I did not have 2FA set up for Twitch. I have just set it up now and changed my password.
The set-up for 2FA on Twitch is incredibly frustrating because it requires you to give a phone number. This is probably why I had previously delayed setting it up. A 7 digit code is first sent to the phone via SMS. Afterwards, they require you to set it up using your authentication app. There are no backup codes - they send SMS messages as a backup instead.
Most companies just require an app. I dislike being forced to give more details than necessary, but it is owned by Amazon so I guess it is all irrelevant now anyway.
Interestingly, I checked my Ubisoft account (they have a free giveaway, see link below) and it showed two attempted logins from China in the past week. Fortunately I had 2FA for Ubisoft enabled. I have Twitch and Ubisoft linked but I have no idea if this is related to this potential data breach.
https://register.ubisoft.com/ghostrecon-giveaway/en-GB