Cloudflare WARP not able to connect on AzureAD + Intune MDM Devices

I’m having a strange issue where AzureAD joined endpoints, managed via Intune MDM won’t connect to WARP.

The install goes fine, connecting to 1dot1 works fine, but WARP does not. I’ve tried several different firewall configurations and nothing seems to allow the connection to complete.

Does anyone have any experience or pointers for getting WARP setup in an Intune MDM managed setting?

Note: we’re using the Microsoft Security Baseline Policies and Windows Defender ATP. So theoretically speaking, it could be one of probably about a hundred things that is blocking the connection. I’m just not sure at this point.

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