Hi All,
Thanks for all answer. Issue is resolved now.
Actual issue was with proxy. I added *.vault.azure.net in proxy because migrate was trying to make call on https://key{randonnumber}.vault.azure.net and this url was missing from list of required url for migrate.
https://portal.azure.com/
https://hypervehubns2018-11-22-14-28-46-222.servicebus.windows.net
https://hypervehubns2019-03-28-05-32-57-815.servicebus.windows.net
https://vmwareehubns2018-11-22-14-42-52-696.servicebus.windows.net
https://login.windows.net/
https://management.azure.com/
https://login.microsoftonline.com/common/oauth2/deviceauth
https://aka.ms/latestapplianceservices
https://graph.windows.net/