Q: I need to whitelist the various Azure URLs; what URLs does Azure use?
A: Azure uses a lot of different URLs depending on the services you're using. The best approach is to ascertain the service names that your company uses and then add the to your whitelist; this will give you the most locked-down configuration. If this isn't an option, see the following list of key URLs:
*.*.core.windows.net (storage access, etc., but needs to allow two levels; e.g., *.blob.core.windows.net, *.table.core..., *.queue..., *.file...).
Note that this will whitelist any organization using Azure services, not just yours. Also note that China (codename Mooncake) has its own URLs.
If you come across other URLs, let me know and I'll add them to this list.