The CommServe host, MediaAgent, and the proxy must all be able to communicate with each other. If you do not use Direct Connect or VPN for communication between on-premises components and the Azure proxy, you can configure a firewall by using one of the following methods:
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If you use one proxy server and one Azure Virtualization client, then you can first configure a Commvault firewall connection between the on-premises components and the Azure proxy.
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If you have multiple proxy servers or multiple Azure Virtualization clients, then you can configure a firewall. For more information, see RDS Protection Using Native Database Utilities Firewall.