I have followed the Azure Application Proxy connector and requested by Network Team to setup the firewall with the ports and domain documented here under Proxy Outbound Rules
https://learn.microsoft.com/en-us/azure/active-directory/app-proxy/application-proxy-configure-connectors-with-proxy-servers
We also double confirmed the firewall do not do any inline inspection on outbound TLS communications.
We installed the latest version of the connector 1.5.3437.0.
We are getting random Gateway Timeouts for different resources. Upon checking the firewall logs, seems like the Application Proxy Connector is trying to connect to ports 9350, 9352 and packets are being dropped. We only allowed port 80 and 443 as per docymentation.
I did some research, seems that these are ports that were used in previous Azure AD Connect versions.
Not sure if this is the reason why the Azure AD Connect is unstable.