Please confirm if this bulk insert is part of change of Wire Protocol for Azure Cosmos DB for Mongo DB API from 3.2 to 3.6
We have seen this previously where this was done and the reason was the indexing works differently in wire protocol 3.2 and 3.6. In 3.2 indexing is applied on the all the fields but in 3.6 accounts the indexing Is applied only on _id field and it depends on the end user to enable indexing on other fields.
Please check the Mongo Index document and MongoDB3.6 feature support document.
If you have compound indexing you may to move them separately on different fields and then test.
If above is not the case, please get back to us and we will try to help further.
Thanks
Navtej S