From the Citrix Provisioning Console, using Citrix Virtual desktop wizard from the , target device creation progresses until the stage "Uploading BDM VHD file to azure" , where it fails.

PVS Error
Failed to Upload BDM Disk to Azure. Error:System.AggregateException: One or more errors occurred. ---> PluginUtilities.Exceptions.WrappedPluginException: Error: Uploading unattached disk failed ---> PluginUtilities.Exceptions.WrappedPluginException: Error: Uploading unattached disk failed ---> PluginUtilities.Exceptions.WrappedPluginException: Retry failed after 4 tries. Retry settings can be adjusted in ClientOptions.Retry or by configuring a custom retry policy in ClientOptions.RetryPolicy. ---> PluginUtilities.Exceptions.WrappedPluginException: The underlying connection was closed: An unexpected error occurred on a send. ---> PluginUtilities.Exceptions.WrappedPluginException: The underlying connection was closed: An unexpected error occurred on a send. ---> PluginUtilities.Exceptions.WrappedPluginException: Authentication failed because the remote party has closed the transport stream. 

Azure Error:
The specified cookie value in VHD footer indicates that disk 'abcd' with blob https://<storage account>blob.storage.azure.net:8443/...../abcd is not a supported VHD. Disk is expected to have cookie value 'conectix'.


Investigation:
To investigate further, fiddler was installed and running on the PVS server, and then the problem was reproduced in CVAD Setup Wizard. 
During connection to the blob storage URL, connection failed with fiddler message : fiddler.network.https> HTTPS handshake to https://<storage account>blob.storage.azure.net failed. System.IO.Exception Authentication failed because the remote party has closed the transport stream.
Fiddler showed this failure 9 times, after which the generic Azure Api message was returned: The specified cookie value in VHD footer indicates that disk 'abcd' with blob https://<storage account>blob.storage.azure.net:8443/...../abcd is not a supported VHD. Disk is expected to have cookie value 'conectix'.

DNS resolution:
Checking DNS lookup for the URL showed matching IP address resolution when checked internally on the PVS server, and when checking using an external machine.

Checking the URL in a Web browser:
In a web browser on the PVS server, the URL showed an insecure site warning and no page loaded.
Using an external browser showed the site was trusted and returned XML.

Customer removed restrictions on the PVS server from communicating with Azure based storage URLs.

Problem Cause

The PVS server was restricted from communicating with external URLs. This prevented PVS CVAD setup wizard uploading the PVS BDM disk to azure during PVS target creation.