Azure OpenAI Python SDK works, but codex CLI fails with 404

📓 Context

I’m able to successfully connect to Azure OpenAI using the Python SDK with the following code:

import os
from openai import AzureOpenAI

endpoint = "https://REDACTED.openai.azure.com/"
deployment = "o4-mini"
subscription_key = "REDACTED"
api_version = "2025-03-01-preview"

client = AzureOpenAI(
    api_version=api_version,
    azure_endpoint=endpoint,
    api_key=subscription_key,
)

response = client.chat.completions.create(
    messages=[
        {"role": "system", "content": "You are a helpful assistant."},
        {"role": "user", "content": "I am going to Paris, what should I see?"}
    ],
    max_completion_tokens=100000,
    model=deployment
)

print(response.choices[0].message.content)

This works as expected and returns a valid completion from the o4-mini deployment.

---

❗ Issue

However, when I attempt to use the Codex CLI with the following environment variables:

export OPENAI_API_KEY="REDACTED"
export OPENAI_API_TYPE="azure"
export OPENAI_BASE_URL="https://REDACTED.openai.azure.com/"
export OPENAI_API_VERSION="2025-03-01-preview"

and run:

codex

and ask a question, I get this:

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

I also tried setting these values in .codex/config.yaml but still got the same error.

---

🔍 Ask

Could someone help confirm:

1. Is Codex CLI compatible with Azure OpenAI?
2. If yes, what’s the correct way to configure it for a custom deployment like o4-mini?
3. Is there a different env var required for specifying the deployment name?

Would appreciate a quick fix or workaround here—blocking usage on our end. Thanks!

<img width="794" alt="Image" src="https://github.com/user-attachments/assets/8ddcb0f0-68d7-451a-9f34-7be1c5c71e0f" />