Have the same issue, fresh server:
[17:50:49] [Server thread/ERROR]: Got an error with a html body connecting to https://api.minecraftservices.com/minecraft/profile/lookup/bulk/byname: <html>
<head><title>403 Forbidden</title></head>
<body>
<center><h1>403 Forbidden</h1></center>
<hr><center>Microsoft-Azure-Application-Gateway/v2</center>
</body>
</html>[17:50:50] [Server thread/ERROR]: Got an error with a html body connecting to https://api.minecraftservices.com/minecraft/profile/lookup/bulk/byname: <html>
<head><title>403 Forbidden</title></head>
<body>
<center><h1>403 Forbidden</h1></center>
<hr><center>Microsoft-Azure-Application-Gateway/v2</center>
</body>
</html>[17:50:51] [Server thread/ERROR]: Got an error with a html body connecting to https://api.minecraftservices.com/minecraft/profile/lookup/bulk/byname: <html>
<head><title>403 Forbidden</title></head>
<body>
<center><h1>403 Forbidden</h1></center>
<hr><center>Microsoft-Azure-Application-Gateway/v2</center>
</body>
</html>[17:50:51] [Server thread/INFO]: That player does not exist
Will add that occasionally it worked after insisting, but maybe 1 out of 30 times on average, and that was yesterday, today it doesn't seem to be working at all.
Confirmed as of 1.21.8. Vexes spawned by them also follow you forever instead of staying leashed.