Customer have configured IPsec tunnel from Azure to Cloud SWG data center.
User accessing internet sites from Azure VM via Cloud proxy (i.e. ep.threatpulse.net:80) and getting following error
CONNECT tunnel failed, response 426
Firewall/VPN access method
Trans-proxy (Explicit proxy over IPsec)
There is Azure native firewall which inspect all the traffic coming from Azure VM before traffic gets sends out into IPSec tunnle to Cloud SWG.
Azure firewall getting blocking traffic going to Cloud proxy (i.e. ep.threatpulse.net:80) hence the error.
To resolve this allow traffic destined to Cloud proxy (i.e. ep.threatpulse.net:80) in Azure firewall.