Communicate to Azure in transparent mode

[MarianoFr]

This is a request for support if possible.
I'd like to communicate to Azure ussing transparent mode, configuring the Xbee via an external MCU, ESP32.
I'm trying to achive this with the TinyGSM library.
The problem is when trying the secure TCP connection, my Xbee won't connect to the server. I use the commands:
ATTL3 (TLS 1.2)
IP4 (IP with SSL)
ATDLazure-host
ATDE8883
My device authenticates via SAS token, which I create with my software using the device's azure connection key. I know these tokens are correct because I've achieved connection via WiFi with the ESP32.
Thinking there could be a certificates related problem I loaded the Baltimore cert to my Xbee but this didn't resolve the issue, do I need client certificates?
Looking at your micropython sample, it looks like no certificates are needed. Is this correct?
Does the ussl module creates the client certificates?
Thanks in advance