While enabling the CSSA (Cloud Search Service Application) I came across this error during first full crawl after successfully completing the on-boarding steps outlined at https://blogs.msdn.microsoft.com/spses/2015/09/15/cloud-hybrid-search-service-application/ with PowerShell scripts. The Azure plugin was unable to crawl on-premise content. Root cause was proxy server configuration, which needs to be consistent across three places. Hope this helps!
Central Admin
An unexpected error occurred in the Azure plugin. This item will be retried in the next incremental crawl. ( AzureException AzurePlugin was not able to get Tenant Info from configuration server; SearchID = B056F137-1C77-4792-B402-256B615DBE82 )
Verbose ULS
Get-SPLogLevel |? {$_.Area -like "SharePoint Server Search"} | Set-SPLogLevel -TraceSeverity VerboseEx New-SPLogFile
ULS Log
By running PowerShell commands “Set-SPLogLevel” and “New-SPLogFile” I was able to get verbose URL for the CSSA crawl process. Here are the entries showing inability to communicate over the proxy server to the Internet.
12/08/2016 15:36:31.55 mssearch.exe (0x195C) 0x0B18 SharePoint Server Search Crawler:Azure Plugin amn0f High AzureServiceProxy::GetCerts caught AggregateException: The ServicePointManager does not support proxies with the myproxy scheme.
12/08/2016 15:36:31.55 mssearch.exe (0x195C) 0x0B18 SharePoint Server Search Crawler:Azure Plugin amn0g High AzureServiceProxy::GetCerts: Failed to get encryption certificates from cert server https://tenant.sharepoint.com for realm 67d7b889-884d-4c2a-a8d8-3ff81f37b497, documents will be send unencrypted (if unecrypted submit is allowed)
12/08/2016 15:36:31.55 mssearch.exe (0x195C) 0x0B18 SharePoint Server Search Crawler:Azure Plugin amn0h High AzureServiceProxy::GetAzureTenantInfo caught AggregateException: The ServicePointManager does not support proxies with the myproxy scheme., unable to get EndpointAddress, submit is blocked
12/08/2016 15:36:31.55 mssearch.exe (0x195C) 0x0B18 SharePoint Server Search Crawler:Azure Plugin amn0i High AzureServiceProxy caught Exception: *** Microsoft.Office.Server.Search.AzureSearchService.AzureException: AzurePlugin was not able to get Tenant Info from configuration server at Microsoft.Office.Server.Search.AzureSearchService.AzureServiceProxy.GetAzureTenantInfo(String portalURL, String realm, String& returnPropertyValue, String propertyName) at Microsoft.Office.Server.Search.AzureSearchService.AzureServiceProxy.SubmitDocuments(String azureServiceLocation, String authRealm, String SPOServiceTenantID, String SearchContentService_ContentFarmId, String portalURL, String testId, String encryptionCert, Boolean allowUnencryptedSubmit, sSubmitDocument[] documents, sDocumentResult[]& results, sAzureRequestInfo& RequestInfo) ***
Resolution
Proxy server settings need to be confirmed in three places. The crawler was attempting to use “myproxy:8080” DNS names when it actually needs URL format “http://myproxy:8080”
1) Internet Explorer
Tools > Options > Connections > LAN Settings
Provide either PAC URL (proxy auto config) or proxy server DNS name.

2) Command Line
NETSH WINHTTP SHOW PROXY
NETSH WINHTTP SET PROXY PROXY-SERVER=”myproxy:8080” BYPASS-LIST=”*.company.com;<local>”

3) Dot Net Global [machine.config]
Run notepad
Open “C:\Windows\Microsoft.NET\Framework64\v4.0.30319\config\machine.config”
Add following XML code
<system.net>
<defaultProxy>
<proxy usesystemdefault=”false” proxyaddress=”http://myproxy:8080” bypassonlocal=”true” />
</defaultProxy>
</system.net>

Notes
- Completed the “Hybrid Onedrive” click once application to create “ACS” and “SPO” service application proxies before Hybrid Search CSSA onboarding. https://configure.office.com/
References

- https://support.office.com/en-us/article/SharePoint-hybrid-sites-and-search-5ff7e56a-7af2-4511-adec-1e043afe244e
- https://blogs.msdn.microsoft.com/spses/2015/09/15/cloud-hybrid-search-service-application
- https://blogs.msdn.microsoft.com/spses/2015/05/20/the-all-new-cloud-search-service-application-coming-to-sharepoint-2013-and-sharepoint-2016/
- https://github.com/spjeff/office365/tree/master/office365-hybrid-search-cssa
- https://thesharepointfarm.com/2016/12/cloud-search-service-application-crawl-performance