protect data in transit while using azure vault encryption methods

Question

We have used azure key vault wrap, unwrap & encrypt & decrypt method using .net core 6 CryptographyClient object to perform the operation.

To connect the azure key vault we are using the https connection and a certificate that is installed on server key store where my application is deployed.

The question came; how the in transit data is protected? the plane text data for encryption that we are sending over the public network to azure for cypto operation?

As per my understanding the certificate & and secured (https) call we are making is guarding the in transit data. But the audit party is not convinced and I also not getting any right reference where it clearly mentioned about how the data is protected while using wrap, unwrap & encrypt & decrypt methods.

ChatGpt search https://chatgpt.com/share/1865af15-04a5-411d-a0a8-221647b31ea9 provided the content under heading "Secure Channels" saying data is protected while using these functions but what is the source that statement I am interested, or any authentic source if someone can help me with.