For the Proxy Configuration Warning, be ensure that your FusionAuth instance is aware of the correct external URL and headers. You might need to set the FUSIONAUTH_URL environment variable appropriately.

Releated KrakenD, you could configure it to correctly handle the necessary headers for FusionAuth. Be sure your KrakenD configuration includes the necessary routes and headers for FusionAuth's admin and OAuth endpoints.

Consider checking the FusionAuth and KrakenD documentation for any specific configurations needed for Azure environments.

If the issue still did not get solved, you might want to reach out to FusionAuth support directly for more tailored assistance.

Hope it helps.