@Hamza Outa The connectivity issues that you experience may be permanent or transient. If the issue happens all the time (permanent), you may want to check your organization's firewall settings, IP firewall settings, service tags, private endpoints, and more.
Could you confirm, if you have added all the required information fields while creating an event subscription? I just tried and able to create Event Subscription without any issues.
Also, please check your firewall rules and endpoint if blocking your request. Refer Troubleshoot Azure Event Grid errors and Troubleshoot connectivity issues - Azure Event Grid for more details.
Do let us know if that helps.