I have the same question as this guy: can I run my SignalR hub through the Azure API management service?
I cannot seem to configure it in the service: it only allows me to forward HTTP/HTTPS traffic. That matches the answer of the person in the forum post. I followed the link down to the Microsoft forum, but it seems the question wasn't followed up there. Since the response was from 2014, I thought - maybe it is possible now.
API Management supports Web Sockets now.
https://learn.microsoft.com/en-us/azure/api-management/websocket-api?tabs=portal
(WebSocket APIs are not supported yet in the Consumption tier.)