Azure VPN through Web Proxy has stopped working

Lab Coat1 6 Reputation points
2023-04-21T15:15:20.8066667+00:00
Simple problem, simple configuration.

Am working on a Windows 10 test system. Trying to run the Azure VPN Client through a web proxy.  
Clients work fine when the test system is connected to the Internet, but we do not want to allow that.
 1. This worked earlier in the week.  But stopped working after switching the client over to a direct internet connection and then back.
 2. Should be simple. Right?
 3. The proxy only registers connect attempts when running Diagnostics from the client.  And not from clicking on Connect.
 4. Additionally, running ipconfig /displaydns does not display the VPN server address, until I run Diagnostics.
 5. Dns resolution is working on the client.
 6. Have multiple connections on two different Azure VPNs.  All exhibit the same behavior.  Two using certificate authentication. One use AAD authentication.
 7. Edge and Firefox have no issues using the proxy, when configured in Internet Settings or within the browser.
 8. Have also downloaded and recreated the connections just to be sure.  No change.
 9. Connections work fine when the client is directly connected to the internet.

Running diagnostics within the Azure VPN Client:
   Internet Access: Available
   Client Credentials : ...Available
   Server Resolvable: DNS resolution failed...no such host known
  (Running nslookup from the command line resolves the server name)
   Server Reachable: ...failed with exception: No such host is known.

Client version 2:1986:50:0
Secondly, what is the deal about needing to install the Azure VPN client in "developer mode"?
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