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Key Vault that is being used by Azure CDN endpoint can't have IP based whitelisting.
Azure CDN and Key Vault are internally integrated, and Key Vault’s IP-based firewall rules do not apply to Azure services like CDN.
We cannot have a private endpoint connection between Azure key Vault and Azure CDN endpoint as they are integrated internally in OOTB way.
Azure Key Vault and Azure CDN are not support private endpoint connections directly between them. This is because they are integrated in a way that allows them to work together out-of-the-box (OOTB) without requiring additional configurations. If you would like to secure the communication between these services, you might consider using Azure Private Link for Key Vault.
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Akhilesh.
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