@AA Welcome to Microsoft Q & A Community Forum. For your requirement, I would suggest you to check out this document on how to route traffic through proxy and list of IP Addresses that can be allowed. Kindly check if it helps you.
Connecting an On-Premises Server with Limited Internet Access to the Azure Insights Status Monitor V2
I managed to connect an on-premises server with full Internet access to the Application Insights Status Monitor V2 using Powershell but currently I also have access to a remote on-premises server which has limited Internet access. The aim is to connect the Application Insights Status Monitor V2 to this on-premises server.
Assuming that this on-premises server can grant limited Internet access e.g. a port number or the URL of the respective server that the Application Insights status monitor V2 will connect with, what has to be done to link this to the Azure Insights Status Monitor V2?
In other words what should be enabled on the remote server for this to work? I can do this via proxy but I need to understand what needs to be opened/configured in the proxy?