When getting temp access key, we're using an HttpClient as follows.
var httpClient = _httpClientFactory.CreateClient(Constants.HttpClientNames.UserDefault);
However, the HttpClientFactory is a default one, without any settings to Constants.HttpClientNames.UserDefault. Therefore, the IWebProxy settings in ServiceManagerOptions and ServiceOptions are never respected.
https://github.com/azure/azure-signalr/blob/3575efe070512a12cb5b45a5af1ea70d2ed097a8/src/Microsoft.Azure.SignalR.Common/Auth/MicrosoftEntra/MicrosoftEntraAccessKey.cs?plain=1#L248