Hi,
Thanks for your detailed explanation. From your description, the prolems should be more related to azure networking.
So, we suggest that you can post your question to azure network team.
https://learn.microsoft.com/en-us/answers/questions/topics/single/25516.html
And maybe your problem will need to capture some dumps or traces to further analysis, which I suggest to contact Microsoft Customer Support and Services where more in-depth investigation can be done so that you would get a more satisfying explanation and solution to this issue.
You may find phone number for your region accordingly from the link below:
Global Customer Service phone numbers
https://support.microsoft.com/en-us/help/4051701/global-customer-service-phone-numbers
Thanks,
Eleven