Update Safe URL List - Emphasize Proxy

Added HyperLink to first Paragraph where mention of "proxy services" exists.
Added Important box with 2 noted Proxy Services that will break AVD and mentioned in the Proxy document as "Do not".

Author: JCoreMS

articles/virtual-desktop/safe-url-list.md

@@ -10,7 +10,12 @@ manager: femila
 
 # Required URLs for Azure Virtual Desktop
 
-In order to deploy and make Azure Virtual Desktop available to your users, you must allow specific URLs that your session host virtual machines (VMs) can access them anytime. Users also need to be able to connect to certain URLs to access their Azure Virtual Desktop resources. This article lists the required URLs you need to allow for your session hosts and users. These URLs could be blocked if you're using [Azure Firewall](../firewall/protect-azure-virtual-desktop.md) or a third-party firewall or proxy service. Azure Virtual Desktop doesn't support deployments that block the URLs listed in this article.
+In order to deploy and make Azure Virtual Desktop available to your users, you must allow specific URLs that your session host virtual machines (VMs) can access them anytime. Users also need to be able to connect to certain URLs to access their Azure Virtual Desktop resources. This article lists the required URLs you need to allow for your session hosts and users. These URLs could be blocked if you're using [Azure Firewall](../firewall/protect-azure-virtual-desktop.md) or a third-party firewall or [proxy service](proxy-server-support.md). Azure Virtual Desktop doesn't support deployments that block the URLs listed in this article.
+
+>[!IMPORTANT]
+>Proxy Services that perform the following are not supported with Azure Virtual Desktop.
+>1. SSL Termination (Break and Inspect)
+>2. Require Authentication
 
 You can validate that your session host VMs can connect to these URLs by following the steps to run the [Required URL Check tool](required-url-check-tool.md). The Required URL Check tool will validate each URL and show whether your session host VMs can access them. You can only use for deployments in the Azure public cloud, it does not check access for sovereign clouds.