According to the Log Analytics agent firewall requirements you should allow outbound traffic on port 443 to the following:
Agent Resource Ports Direction Bypass HTTPS inspection
*.ods.opinsights.azure.com Port 443 Outbound Yes
*.oms.opinsights.azure.com Port 443 Outbound Yes
*.blob.core.windows.net Port 443 Outbound Yes
*.azure-automation.net Port 443 Outbound Yes