@Tho Le Glad that you were able to resolve your issue and I appreciate your effort in sharing the solution. Your contribution will undoubtedly assist others facing similar challenges.
As the [Microsoft Q&A community follows a policy where the question author cannot accept their own answer] {https://learn.microsoft.com/en-us/answers/support/accept-answer} ,
I've reposted your solution. Feel free to consider "Accepting" the answer if you find it suitable.
Resolution-
- Enable public access on both Azure AI Search and Azure OpenAI.
- In Azure OpenAI access control, add Azure AI Search as a Cognitive Service OpenAI Contributor role.