There are two different Azure integrations in the integrations gallery. It looks like you configured Azure websites. You need to use Azure IoT hub, which is much farther down the list.
It looks like you are using the item next to it (which is also present at the top), because the URL in the error message contains azurewebsites.net, which is what would happen if you used the Azure websites item.
If you are using what you pictured, that's the right one. It's possible that the error message is different now, and it shows azurewebsites.net for both Azure web sites and Azure IoT hub, which seems weird, but I guess it's possible.
In any case, since you have an error 400 the request is bad. That typically occurs if one of the parameters like the hub name, security policy, etc. are incorrect.
Sorry, I didn't notice you were using the tutorial on the blog. For that tutorial using the Azure IoT Central Device Bridge, you need to use the generic webhook, not either of the Azure items in the integrations gallery. However that tutorial is old and I'm not positive it still works.
The recommended method of using Azure IoT hub is described here.