Hi,
After a lot of tests, we managed to reach the App Service by changing two settings on the Quectel module.
We forced TLS to version 1.2 :
AT+QSSLCFG="sslversion",1,3
and set the cipher suite to "TLS_ECDHE_RSA_WITH_AES_128_GCM_SHA256":
AT+QSSLCFG="ciphersuite",1,0xC02F
It's like Azure was not compatible with all ciphers configured in the appService.
Strangely, a POST request was somehow transformed into a GET request.