With the upcoming version (2.1) of the Application Insights package for ASP.NET Core all requests made with HttpClient (and probably other clients) will have addition request headers, contain correlation ids. This is part of the dependency tracking feature. These headers are Request-Context, Request-Id, x-ms-request-id and x-ms-request-root-id. While this is usually not a problem, it might break functionality in some cases. For example in 2.1.0-beta2 it broke the request signature for Azure Storage requests.
Thanks to this Stackoverflow post for the tip.
After uploading the certificate using the Azure Portal, you need to add an appsetting called WEBSITE_LOAD_CERTIFICATES. The value of the setting is the thumbprint of the certificate. We can also pass multiple thumbprints, delimited by comma or use * to load all available certificates. After this the certificates will be loaded to the personal certificate store of the current user.