Thanks for the answer @Arvind Ravish​,

We added the IP to the local host file.

Then the DNS resolver error disappeared and we got a timeout error instead.

This timeout is probably due to firewall which does not allow direct connection from our client to Azure. So, I think we still are facing the issue that the driver does not seem to use the proxy but tries a direct connection instead.

So, I was wondering which conditions need to be fulfilled for the driver to use the proxy. Do you know something around this?