Hi
From the forcepoint docs it looks like there may be more than one auth option for their apis but looking at the redacted screen shots you included for curl I would assume you're using basic auth
https://en.wikipedia.org/wiki/Basic_access_authentication
basic auth requires a base64 encoded Authorization header which is username:password (as per the wiki link)
REF https://help.forcepoint.com/fpone/deploy/rhtml/guid-10bc8f08-eb1e-4597-9fbd-79189e634f61.html
So you need the http request to include a valid basic auth header and this should solve the problem
To your specific question:
Again going by your screen shots I think this may be a CURL issue , CURL will add the auth header but allows you to pass the credential as a parameter . But, I dont know if the CURL in the Az cloud shell is working the same as the CURL in the other terminal window . Possibly not going on your example
Hope this helps