Thanx Dan and I hope you are sort of relaxing. :)
I am sure that this is related. In this case I am not using the a domain user in the login but it may be the user that is being used to access the internet, that is referenced here. I have no idea where I could alter that user other than using the proxy option, which I have already tried; something like below.
portal = "https://azure.myserver/portal"
userid = "enterprise_admin"
pwd = "enterprise_admin_pwd"