Keeps getting 401 issue when using Azure instance even everything is being passed correctly

I'm also experiencing this. Somebody help please!

JavaScript version fails with: OpenAI rejected the request. Error details: Status: 401, Code: 401, Type: unknown, Message: 401 Access denied due to invalid subscription key or wrong API endpoint. Make sure to provide a valid key for an active subscription and use a correct regional API endpoint for your resource.. Please verify your settings and try again. and seams ignoring and required defining non-empty OPENAI_API_KEY even if alternate provider selected.

I'm using the following config.json for JavaScript CLI:

{
  "model": "gpt-4.5-preview",
  "provider": "azure",
  "providers": {
    "azure": {
      "name": "AzureOpenAI",
      "baseURL": "https://my-project-name-redacted.openai.azure.com/openai",
      "envKey": "AZURE_OPENAI_API_KEY"
    }
}

and surely define AZURE_OPENAI_API_KEY in the env.

Rust version fails with: { message: "stream error: unexpected status 404 Not Found: {\"error\":{\"code\":\"404\",\"message\": \"Resource not found\"}}.
For Rust-based CLI i use the following config:

model_provider = "azure"
model = "gpt-4.5-preview"
[model_providers.azure]
name = "AzureOpenAI"
base_url = "https://my-project-name-redacted.openai.azure.com/openai"
env_key = "AZURE_OPENAI_API_KEY"
wire_api = "chat"

Yeah, I'm running into the second case explained above and consistently getting 404 errors.

I've got this ~/.codex/config.json (replacing <resource-name> with the correct value):

{
  "model": "gpt-4o",
  "provider": "azure",
  "providers": {
    "azure": {
      "name": "AzureOpenAI",
      "baseURL": "https://<resource-name>.openai.azure.com",
      "envKey": "AZURE_OPENAI_API_KEY"
    }
  }
}

I have these environment variables configured and ensured they are set in my env:

AZURE_OPENAI_API_VERSION
AZURE_OPENAI_API_KEY

And I'm using those with https://github.com/simonw/llm to ensure they work as expected. With codex I consistently get this:

➜ codex
(node:62182) ExperimentalWarning: Importing JSON modules is an experimental feature and might change at any time
(Use `node --trace-warnings ...` to show where the warning was created)
╭──────────────────────────────────────────────────────────────╮
│ ● OpenAI Codex (research preview) v0.1.2505172129            │
╰──────────────────────────────────────────────────────────────╯
╭──────────────────────────────────────────────────────────────╮
│ localhost session: 04e871248f814052ba0d6cf2b5b42644          │
│ ↳ workdir: ~/code/project-foo                                │
│ ↳ model: gpt-4o                                              │
│ ↳ provider: azure                                            │
│ ↳ approval: suggest                                          │
╰──────────────────────────────────────────────────────────────╯
user
explain this codebase to me

    system
    ⚠️  OpenAI rejected the request. Error details: Status: 404, Code: 404, Type: unknown, Message: 404 Resource not found. Please verify your settings and
    try again.

Thank you for the feedback! Please ensure you're using the latest version of Codex CLI. If the issue persists, try the native/Rust implementation of Codex CLI. If it still occurs, feel free to report back.