Per the troubleshooting guide - https://video2.skills-academy.com/en-us/azure/migrate/troubleshoot-appliance-discovery#error-6003060031-key-vault-management-operation-failed you need access at the subscription scope and at resource level (Key Vault)
From the details provided above I can infer that you have access to the subscription and key vault. But there seems to be some issue, could be permission related or config. I recommend you reach out to support by creating a support request for further investigation.