Hi @Bombbe
Thank you for your post MS Q&A!
As per your example - It would be recommended to whitelist the required url in firewall so VM can access them.
This would be similar step for other services
Allow outbound connection VM to below sites/
*.azure.com
*.windows.net
*.visualstudio.com
*.office.com
*.microsoftonline.com
*.azure-automation.net
*.ods.opinsights.azure.com Port 443 Outbound Yes
*.oms.opinsights.azure.com Port 443 Outbound Yes
*.blob.core.windows.net Port 443 Outbound Yes
*.azure-automation.net Port 443 Outbound Yes
(Please don’t forget to **"Accept the answer" & “up-vote” **, this can be beneficial to other members. Thank You)
Regards, ** J.D. **