We are having the same problem.
We have SCCM Current Branch 2010 and the computers W10 connected by VPN and CMG configured.
Client SCCM 2010 (5.00.9040.1015)
We are updating the W10 computers to 1909 through a task sequence and in many cases we see that it fails with the download of the Windows image package (Install.wim), it occupies 6-7Gb, I don't know if it has something to do?
Errors in DataTransferService Log:
Setting no proxy to the BITS Job {1F1A0011-0B4F-4011-9D3B-1E1A5E05ACD5}. DataTransferService 24/03/2021 16:10:06 17168 (0x4310)
CDTSJob::HandleErrors: DTS Job '{2F0E02B8-7AE0-498E-8B73-975D0AA1776F}' BITS Job '{1F1A0011-0B4F-4011-9D3B-1E1A5E05ACD5}' under user 'S-1-5-18' OldErrorCount 2 NewErrorCount 3 ErrorCode 0x80072AF9 DataTransferService 24/03/2021 16:11:06 19404 (0x4BCC)
CDTSJob::HandleErrors: DTS Job ID='{2F0E02B8-7AE0-498E-8B73-975D0AA1776F}' URL='https://grscmg.blob.core.windows.net/content-gf00097e' ProtType=3 DataTransferService 24/03/2021 16:11:06 19404 (0x4BCC)
Downloading from https://grscmg.blob.core.windows.net/content-gf00097e without proxy encountered error: BITS error: 'No such host is known.
' Context: 'The error occurred while the remote file was being processed.
'. Retrying 1 times DataTransferService 24/03/2021 16:11:06 19404 (0x4BCC)
CDTSJob::JobError: DTS Job ID='{2F0E02B8-7AE0-498E-8B73-975D0AA1776F}' BITS Job ID='{1F1A0011-0B4F-4011-9D3B-1E1A5E05ACD5}' ErrorCode=0x80072AF9 DataTransferService 24/03/2021 16:11:06 19404 (0x4BCC)
CDTSJob::JobError: DTS Job ID='{2F0E02B8-7AE0-498E-8B73-975D0AA1776F}' URL='https://grscmg.blob.core.windows.net/content-gf00097e' ProtType=3 DataTransferService 24/03/2021 16:11:06 19404 (0x4BCC)
DTS job {2F0E02B8-7AE0-498E-8B73-975D0AA1776F} BITS job {1F1A0011-0B4F-4011-9D3B-1E1A5E05ACD5} trying to fallback to another proxy or no proxy DataTransferService 24/03/2021 16:11:06 19404 (0x4BCC)
Failed to set proxy to bits job for url 'https://grscmg.blob.core.windows.net/content-gf00097e'. Error 0x87d00215 DataTransferService 24/03/2021 16:11:06 19404 (0x4BCC)
All proxy types and no proxy have been tried but failed. Loop the types again for the 3 time DataTransferService 24/03/2021 16:11:06 19404 (0x4BCC)
Clearing previously set credentials to the BITS Job, {1F1A0011-0B4F-4011-9D3B-1E1A5E05ACD5}. DataTransferService 24/03/2021 16:11:06 19404 (0x4BCC)
Setting no proxy to the BITS Job {1F1A0011-0B4F-4011-9D3B-1E1A5E05ACD5}. DataTransferService 24/03/2021 16:11:06 19404 (0x4BCC)
CDTSJob::HandleErrors: DTS Job '{2F0E02B8-7AE0-498E-8B73-975D0AA1776F}' BITS Job '{1F1A0011-0B4F-4011-9D3B-1E1A5E05ACD5}' under user 'S-1-5-18' OldErrorCount 3 NewErrorCount 4 ErrorCode 0x80072AF9 DataTransferService 24/03/2021 16:12:06 17168 (0x4310)
CDTSJob::HandleErrors: DTS Job ID='{2F0E02B8-7AE0-498E-8B73-975D0AA1776F}' URL='https://grscmg.blob.core.windows.net/content-gf00097e' ProtType=3 DataTransferService 24/03/2021 16:12:06 17168 (0x4310)
Downloading from https://grscmg.blob.core.windows.net/content-gf00097e without proxy encountered error: BITS error: 'No such host is known.
' Context: 'The error occurred while the remote file was being processed.
'. Retrying 1 times DataTransferService 24/03/2021 16:12:06 17168 (0x4310)
CDTSJob::JobError: DTS Job ID='{2F0E02B8-7AE0-498E-8B73-975D0AA1776F}' BITS Job ID='{1F1A0011-0B4F-4011-9D3B-1E1A5E05ACD5}' ErrorCode=0x80072AF9 DataTransferService 24/03/2021 16:12:06 17168 (0x4310)
CDTSJob::JobError: DTS Job ID='{2F0E02B8-7AE0-498E-8B73-975D0AA1776F}' URL='https://grscmg.blob.core.windows.net/content-gf00097e' ProtType=3 DataTransferService 24/03/2021 16:12:06 17168 (0x4310)
DTS job {2F0E02B8-7AE0-498E-8B73-975D0AA1776F} BITS job {1F1A0011-0B4F-4011-9D3B-1E1A5E05ACD5} already looped proxy list for 3 times but failed. Fail the job. DataTransferService 24/03/2021 16:12:06 17168 (0x4310)
DTS job {2F0E02B8-7AE0-498E-8B73-975D0AA1776F} BITS job {1F1A0011-0B4F-4011-9D3B-1E1A5E05ACD5} failed to download source file https://grscmg.blob.core.windows.net/content-gf00097e/sources/install.wim?sv=2015-04-05&sr=c&si=d210324160000.0000&sig=U3P0y595jPo7PK5y%2BLKZ%2Fc9nPpRXUykE2boKT6O1NfU%3D to destination C:\WINDOWS\ccmcache\4p\sources/install.wim with error 0x80072AF9 DataTransferService 24/03/2021 16:12:06 17168 (0x4310)
DTSJob {2F0E02B8-7AE0-498E-8B73-975D0AA1776F} in state 'Suspended'. DataTransferService 24/03/2021 16:12:06 18296 (0x4778)
We are seeing this problem in many machines that are using Direct Access-VPN and the content is downloaded from the Cloud DP.