Hi MohdFhG
We are suggesting checking DNS resolution for key Vault on assumption that you have secured your dependent Keyvault with a virtual network and created private endpoints.
Below are commands to check whether they are resolving to
#DNS resolution test
nslookup your-key-vault-name.vault.azure.net
dig your-key-vault-name.vault.azure.net
#connectivity test from your VM
ping your-key-vault-name.vault.azure.net
If DNS is not resolving to private ips in DNS configuration from your private endpoint.
You should check modify your proxy setting or local /etc/resolv.conf file to add you the hostnames and respective Ips.
Thank you.