Hi @richard scott ,
I'm afraid I have no experience with external access to the SCOM Web Console, but from reading through the Azure Application Proxy it sounds doable.
Understand Azure AD Application Proxy connectors
https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/application-proxy-connectors
Remote access to on-premises applications through Azure AD Application Proxy
https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/application-proxy
I found Jan Vidar's blog post about externally accessing SquaredUp Dashboards:
https://gotoguy.blog/2015/09/24/publish-the-squared-up-scom-web-dashboard-with-azure-ad-application-proxy
There's more information about the SquaredUp dashboards here as well:
https://squaredup.com/blog/how-to-provide-external-access-to-squaredup
Maybe someone else could shime in whom may have experience with this, I would also suggest asking over at the Azure AD Application Proxy forum over here:
https://learn.microsoft.com/en-us/answers/topics/azure-ad-application-proxy.html
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Best regards,
Leon