@Ghanshyam Bosmiya I'm glad that you were able to resolve your issue and thank you for posting your solution so that others experiencing the same thing can easily reference this! Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others ", I'll repost your solution in case you'd like to accept the answer .
Ask: Unable to read data from the transport connection: An existing connection was forcibly closed by the remote host
Solution: The issue is resolved. I have fixed the problem with the help of https://learn.microsoft.com/en-us/dotnet/azure/sdk/azure-sdk-configure-proxy?tabs=cmd
If I missed anything please let me know and I'd be happy to add it to my answer, or feel free to comment below with any additional information.
If you have any other questions, please let me know. Thank you again for your time and patience throughout this issue.
Please don’t forget to Accept Answer
and Yes
for "was this answer helpful" wherever the information provided helps you, this can be beneficial to other community members.