Diagnosing problem with Azure speech to text, possibly related to proxy or firewall

I am trying to create a simple proof of concept speech transcribing program using Azure. I have set up all the stuff in Azure and tested with a simple program based on the docs:

using System;
using System.IO;
using System.Threading.Tasks;
using Microsoft.CognitiveServices.Speech;
using Microsoft.CognitiveServices.Speech.Audio;

class Program
{

    static SpeechRecognizer recognizer;

    async static Task FromMic(SpeechConfig speechConfig)
    {
        using var audioConfig = AudioConfig.FromDefaultMicrophoneInput();
        recognizer = new SpeechRecognizer(speechConfig, audioConfig);

        var stopRecognition = new TaskCompletionSource<int>();

        recognizer.SessionStarted += (s, e) =>
        {
            Console.WriteLine("n    Session started event: " + e);
        };

        recognizer.Recognizing += (s, e) =>
        {
            Console.WriteLine($"RECOGNIZING: Text={e.Result.Text}");
        };

        recognizer.Recognized += (s, e) =>
        {
            if (e.Result.Reason == ResultReason.RecognizedSpeech)
            {
                Console.WriteLine($"RECOGNIZED: Text={e.Result.Text}");
            }
            else if (e.Result.Reason == ResultReason.NoMatch)
            {
                Console.WriteLine($"NOMATCH: Speech could not be recognized.");
            }
        };

        recognizer.Canceled += (s, e) =>
        {
            Console.WriteLine($"CANCELED: Reason={e.Reason}");

            if (e.Reason == CancellationReason.Error)
            {
                Console.WriteLine($"CANCELED: ErrorCode={e.ErrorCode}");
                Console.WriteLine($"CANCELED: ErrorDetails={e.ErrorDetails}");
                Console.WriteLine($"CANCELED: Did you set the speech resource key and region values?");
            }

            stopRecognition.TrySetResult(0);
        };

        recognizer.SessionStopped += (s, e) =>
        {
            Console.WriteLine("n    Session stopped event.");
            stopRecognition.TrySetResult(0);
        };

        await recognizer.StartContinuousRecognitionAsync();

        // Waits for completion. Use Task.WaitAny to keep the task rooted.
        Task.WaitAny(new[] { stopRecognition.Task });

    }

    async static Task Main(string[] args)
    {
        var speechConfig = SpeechConfig.FromSubscription("xxxxxxxxxxxxxxxxxxxx", "xxxx");

        // Clearly I don't really know how to stop the recognition properly before exiting, but that's an issue for another day...
        AppDomain.CurrentDomain.ProcessExit += delegate
        {
            EndRecognition();
        };
        Console.CancelKeyPress += delegate
        {
            EndRecognition();
        };
        await FromMic(speechConfig);
        Console.WriteLine("Exiting");
    }

    static void EndRecognition()
    {
        Console.WriteLine("Ending recognition...");
        recognizer.StopContinuousRecognitionAsync();
        recognizer.Dispose();
        Console.WriteLine("Done.");
    }
}

The program works fine on my personal machine at home. When I try the same thing on a work computer, I get the session started message, but nothing else (no speech recognition).

My organization routes all traffic through a proxy and of course has less permissive firewall rules than my home machine/network, so I have tried:

• making sure the mic is working/connected
• setting HTTP_PROXY and HTTPS_PROXY environment variables to my organization’s proxy
• viewing the AV firewall logs (doesn’t seem to show anything, but perhaps that’s because I’m not an admin or something)
• viewing the "total calls" metric chart on Azure to see if anything is actually happening on the Azure side (nothing is)

I would have expected an exception to be thrown if the program can’t connect to the Azure VM hosting the speech resource (not sure if using correct terminology, still new to this), but apparently not; something seems to be silently failing.

What would be the next thing to try/check as the next troubleshooting step here?

Note: as stated above, this is proof of concept/experiment kind of thing for a demo or two; long term I don’t plan to connect to a personal cloud service on a corporate network.