@Tomasz Markiewicz The SDK is designed to actually create a HTTPS connection and then upgrade to a websocket connection to *.speech.microsoft.com
Please refer to this thread for more details on this implementation.
Since you are using a corporate network do you have to set a proxy connection? You can do this using the SpeechConfig.setProxy() method.
Also, The client SDK will need access to the Azure CRL / OCSP distribution points.
The location of these is listed here: https://video2.skills-academy.com/en-us/azure/security/fundamentals/tls-certificate-changes#will-this-change-affect-me
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