Hello @Racheal ,
Thank you for reaching out to the Microsoft Q&A platform. Happy to answer your question.
When you said you are trying to connect to the azure, do you mean you are trying to access the URL "Portal.azure.com" alone or if there are any other Azure URLs?
This error here indicates that Azure CLI cannot connect to the AAD server and port 443. You can try to whitelist the Azure AD URL "login.microsoftonline.com" from your firewall in case of restricted internet connection.
Since, you are looking for login using Azure AD, whitelisting login.microsoftonline.com:443 shall work and for safe-side, you can add *.login.microsoftonline.com:443 to allow all the matching URLs as well.
Check out similar issue here. The right thing to do is to ensure thus and all the endpoints azure portal needs, are allowed through the firewall.
Please "Accept as Answer" and Upvote if the answer provided is useful, so that you can help others in the community looking for remediation for similar issues.