I suppose this works without the Azure Application Proxy?
Please check the event logs (Event Viewer - Windows Logs - Application). You may see something like the following: "Unable to redirect to retrieve authorization code".
There is a known limitation and it's currently being worked on by BC development and may be introduced in a future release.
The issue is due to gaps in WebSocket support in Azure Application Proxy (AAP). Currently, WebSocket support in AAP is in public preview, so we don’t provide any production support for this setup. The issue is external to Business Central. Web Client relies on WebSocket communication protocol and we don’t have any means to change it via configuration.
Application Proxy FAQ: docs.microsoft.com/.../application-proxy-faq
