Hi Hasan,
There are multiple Urls in action in this process and I will ask you to investigate the proxy logs to see the blocks, however here are list of URLs that will assist you:
https://video2.skills-academy.com/en-us/mem/autopilot/networking-requirements
For Intune - https://video2.skills-academy.com/en-us/mem/intune/fundamentals/intune-endpoints
Also read through the Network requirements for Office365 - https://video2.skills-academy.com/en-us/microsoft-365/enterprise/managing-office-365-endpoints?view=o365-worldwide
Also to note - If using Proxy, WPAD Proxy settings option must be enabled and configured. To deploy check this page with some steps - https://video2.skills-academy.com/en-us/azure/active-directory/app-proxy/application-proxy-configure-connectors-with-proxy-servers
Hope this helps.
JS
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