Azure proxy setup for Financials

I am trying to make our PeopleSoft Financials site available via a proxy address using Microsoft Azure and Office 365.

Our network team has created the app within o365. The link opens with the proxy address, which is of course different from the internal PSF site address.

From there though, it seems like the system has a hard time reconciling b/t the two different URLs.

1) The SSO feature does not work. We are prompted for login credentials.

2) After entering login credentials, the user is sent to the "Your PeopleSoft connection has expired" page. That page has the internal PSF address, not the proxy address.