If you navigate to that url you will see you get an HTTP 302 response, which redirect you to another URL depending on what symbol you request for. I hope your firewall supports pattern matching for URLs.
Here is a non exhaustive list i got from my windows server 2016 c++ project
vsblobprodscussu5shard1.blob.core.windows.net
vsblobprodscussu5shard3.blob.core.windows.net
vsblobprodscussu5shard10.blob.core.windows.net
vsblobprodscussu5shard11.blob.core.windows.net
vsblobprodscussu5shard13.blob.core.windows.net
vsblobprodscussu5shard14.blob.core.windows.net
vsblobprodscussu5shard18.blob.core.windows.net
vsblobprodscussu5shard19.blob.core.windows.net
vsblobprodscussu5shard20.blob.core.windows.net
vsblobprodscussu5shard21.blob.core.windows.net
vsblobprodscussu5shard24.blob.core.windows.net
vsblobprodscussu5shard32.blob.core.windows.net
vsblobprodscussu5shard37.blob.core.windows.net
vsblobprodscussu5shard38.blob.core.windows.net
vsblobprodscussu5shard56.blob.core.windows.net
vsblobprodscussu5shard65.blob.core.windows.net
vsblobprodscussu5shard80.blob.core.windows.net
vsblobprodscussu5shard81.blob.core.windows.net