When installing the Hybrid Agent for Identity Defense, the installer stops(and does not timeout) on the step: "Attempting to connect to the Azure IoT hub using Primary..."
Proxy server is likely utilized in the environment.
Ensue the proxy server allows connections to the following:
Agent updates: odjrseuprodeuiotinst--odjrseuprodeuiotacct.b.nlu.dl.adu.microsoft.com
HTTP - TCP 80
Agent connection to Security Management Platform: odjrs-euprod-eu-iothub.azure-devices.net
MQTT over WebSockets (TCP 443)
Agent and package download: https://odjrseuprodeugrssto.blob.core.windows.net
HTTPS - TCP 443
Agent data upload: https://odjrseuprodeusto.blob.core.windows.net
HTTPS - TCP 443