Try to go via this manual https://learn.microsoft.com/en-us/azure/databricks/security/network/classic/private-link-standard

It looks like problem with 443 connection from cluster to control plane. Check also:

%sh
python -c "import socket; print(socket.gethostbyname('<YOUR-WORKSPACE-HOST>.azuredatabricks.net'))"
nslookup <YOUR-WORKSPACE-HOST>.azuredatabricks.net

%sh
curl -I -sS https://<YOUR-WORKSPACE-HOST>.azuredatabricks.net | head