@Greg Bonk Thank you for reaching out to us, As I understand you are looking for some logs which can help you understand what permissions are required when end user access an Azure AD blade (for example) in return we 403 forbidden/unauthorized error, looking for this information to captured in the audit logs.
Did a quick demo on this scenario at my end, when it comes to 403 error/unauthorized error, there is no information captured with respect to what permissions/privileges are required to access specific Azure AD blade in Azure AD audit logs, audit logs capture changes to applications, groups, users, and licenses are all captured in the Azure AD audit logs.
Reference: https://learn.microsoft.com/en-us/azure/active-directory/reports-monitoring/concept-audit-logs
You can share your feedback on this requirement - https://feedback.azure.com/d365community so that product group team can review the same.
Azure AD built in roles sharing for reference - https://learn.microsoft.com/en-us/azure/active-directory/roles/permissions-reference
Let me know if you have any further questions, feel free to post back.