Back up multiple Azure VMs located across different regions using a single VBAZ appliance

[Nas]

I can backup any VM within the same region as my VBAZ appliance.
However, when I tried to backup a VM from a different region, I get the error.

Unable to deploy a worker. Retry failed after 6 tries. Retry settings can be adjusted in ClientOptions.Retry or by configuring a custom retry policy in ClientOptions.RetryPolicy. (The SSL connection could not be established, see inner exception.) (The SSL connection could not be established, see inner exception.) (The SSL connection could not be established, see inner exception.) (The SSL connection could not be established, see inner exception.) (The SSL connection could not be established, see inner exception.) (The SSL connection could not be established, see inner exception.) (waiting ticket: 9, profile: Small)

I already configured the backup repository for the target region and the worker status in that region is configured.
Is there additional steps required to make this work?