Fail to connect the Azure Cosmos DB for MongoDB cluster in VS Code with Firewall enabled

[v-ruizh]

OS: Windows 10
Build Version: 20241114.1
Regression: Not a Regression

Repro Steps:

1. Create an Azure Cosmos DB for MongoDB cluster in Azure portal.
2. Expand the Azure Cosmos DB for MongoDB (vCore) node in VS Code -> Expand the Azure Cosmos DB for MongoDB cluster -> Enter the password to connect to the cluster.
3. Check whether succeeds to connect the Azure Cosmos DB for MongoDB cluster or not.

Expect:
Succeed to connect the Azure Cosmos DB for MongoDB cluster.

Actual:
Fail to connect the Azure Cosmos DB for MongoDB cluster.

More Info:
This issue can be fixed if setting the network as below in portal.

[tnaum-ms]

It looks like we should:

• attempt to detect the type of the connection error, however, detecting connectivity issues caused by a firewall configuration is not feasible
• we should be able to discover the current firewall configuration and
  • Compare it with user's IP and act ahead of the connection attempt (best UX)
    • Potential issues with parsing IP ranges etc.
    • Potential issues with detecting the correct IP of the user
  • Suggest adding a Firewall exception in case of a connectivity issue (somehow okaysh UX)
    • easier, but not user friendly
    • an update to a firewall rule might take time to propagate.
  • ?