I'm currently testing out the Azure Monitor Add-on, but I have not been able to establish connectivity. I've followed the steps listed out in the README on github as well as this question (answers//693173//azure-monitor-add-on-for-splunk-why-are-inputs-con), but I have not found out what the issue is. Everything looks like it is configured correctly in Splunk, and I have opened up 5671 & 5672 to communicate. I'm not sure what I'm missing at this point.
If you have gotten your secrets checked out you need to open your firewall to the eventhub's URL
Ours ended with servicebus.windows.net and that was blocked as the URL was different from the other asure URL we had opened already.