The integration proxy service can be configured to work over TCP or HTTP. When using TCP ports 9350 – 9354, 5671 and 5672 are used. When using HTTP port 443 is used.
Outbound communication is to the Azure UK South and UK West IP address ranges listed here https://www.microsoft.com/en-us/download/details.aspx?id=56519.
If required, it is possible to restrict access to a much smaller IP address as documented here https://blogs.msdn.microsoft.com/servicebus/2017/01/13/azure-wcf-relay-dns-support/. However, as described in this article, the IP addresses are subject to change so provision for this must be considered.
More information about the Azure IP data center ranges is available here https://blogs.msdn.microsoft.com/nicole_welch/2017/02/azure-ip-ranges/
Alternatively, access can be granted to *.servicebus.windows.net. This option is only available when using the HTTP protocol.