I was playing around with Azure Application Proxy to see if it would work for a customer, and ran into an “issue” when installing the connector. I followed the instructions for installing the connector and everything went fine. After 5 minutes of refreshing the portal, there was still no connector listed.
Both of the services were installed and running, and the testing tool returned all green checkmarks. I rebooted the server on a whim and that didn’t make any difference either. Checking the Event Log for the App Proxy Connector didn’t show any issues either.
It then occurred to me that the Azure AD Global Administrator account I had used during setup has MFA enabled. There were no issues during setup (I was able to enter the MFA code no problem when authenticating with Azure AD), but maybe it causes a problem afterwards (which makes sense).
I uninstalled the connector and reinstalled the connector with a new Azure AD Global Administrator account without MFA enabled, and immediately after installation the connector was displayed in the Azure portal.