@Jim Pelletier
From the error message you received (HTTP 0 Error), it looks like your firewall might've blocked the ARM API call. The "Quick Fix" remediation logging is logged within the Azure Activity Logs, and more information can be found in the Audit logs, if needed.
If you'd to take a deeper look into what ports or IPs need to be unblocked in order for you to remediate your Security Center issues, I can definitely create a one time free support request for you.
Please let me know if you have any other questions.
Thank you for your time!
Additional links:
Azure Security Center Troubleshooting Guide
Azure SQL DB Firewall setup