Unable to connect to the URL of the Microsoft Defender for Endpoints cloud service

I had a problem where the test to verify the connection from my Windows 11 PC to the Microsoft Defender for Endpoint cloud service failed.

The test is done using the Microsoft Defender for Endpoint Client Analyzer tool.
(Configure device proxy and Internet connection settings | Microsoft Docs -worldwide # enable-access-to-microsoft-defender-for-endpoint-service-urls-in-the-proxy-server)

At first, it failed regardless of whether the WARP app was ON or OFF.

I consulted with Microsoft.
Then, I got the advice that “If you are using a configuration that blocks specific communication in the proxy and firewall, please configure it to allow communication to https://graph.microsoft.com”.

Therefore, I changed the firewall of the router of the local network that I manage to allow “https://graph.microsoft.com”.
I also reviewed the Gateway settings on the Cloudflare Zero Trust site. Specifically, I set Gateway> Policy> HTTP to allow “https://graph.microsoft.com”.

Then I found that this issue was resolved when I set the WARP app to “Gateway with DOH”.
However, when I set it to “Gateway with WARP”, it still fails.
Please tell me how to connect to “https://graph.microsoft.com” even if it is set to “Gateway with WARP”.

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