The error Caused: javax.net.ssl.SSLHandshakeException: Remote host terminated the handshake means that “something” between your JVM and the remote server did block the TCP connection => it’s most probably the Azure firewall.
I can reproduce by adding an Azure firewall as well.
I guess you might be missing some of the IPs/domains in your allow list. Please check Firewall preventing plugins from being updated, need more info on what traffic to allow - #4 by dduportal to learn more about the list of IPs used by the Jenkins infra and how to get them.