Explanation
https://docs.microsoft.com/en-us/azure/virtual-desktop/safe-url-list
Any Remote Desktop clients you use must have access to the following URLs:
Remote Desktop clients
Address Outbound TCP port
*.wvd.microsoft.com 443
*.servicebus.windows.net 443
go.microsoft.com 443
aka.ms 443
docs.microsoft.com 443
privacy.microsoft.com 443
query.prod.cms.rt.microsoft.com 443