Hello @Morsi MASMOUDI ,
I'm glad that you were able to resolve your issue and thank you for posting your solution so that others experiencing the same thing can easily reference this! Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others", I'll repost your solution in case you'd like to "Accept" the answer.
Issue:
Your Azure Front Door WAF was blocking the launch of an .exe file on your backend VM.
Solution:
You found that your application uses WebSocket, however Azure Front Door does not support WebSocket protocol.
So, you will change to Application Gateway WAF to fix your issue.
Refer: https://video2.skills-academy.com/en-us/azure/application-gateway/application-gateway-websocket
If you wish you may upvote the feedback in the below forum requesting WebSocket support in Azure Front Door. All the feedback you share in these forums will be monitored and reviewed by the Microsoft engineering teams responsible for building Azure.
https://feedback.azure.com/d365community/idea/c8b1d257-8a26-ec11-b6e6-000d3a4f0789
If you have any other questions or are still running into more issues, please let me know.
Thank you again for your time and patience throughout this issue.
Please don’t forget to close the thread by clicking "Accept the answer" wherever the information provided helps you, as this can be beneficial to other community members.