I'm getting the following error when creating a User Managed Identity:

azure-nextgen:managedidentity/v20181130:UserAssignedIdentity (nvp-ppi-avlx):
    error: azure#getURLFromLocationHeader: invalid polling URL '/subscriptions/****/resourcegroups/nvp-ppi-windows-rg/providers/Microsoft.ManagedIdentity/userAssignedIdentities/nvp-testresourcename': StatusCode=0

This is the code I am using:

var userAssignedIdentity = new Pulumi.AzureNextGen.ManagedIdentity.V20181130.UserAssignedIdentity(miName, new Pulumi.AzureNextGen.ManagedIdentity.V20181130.UserAssignedIdentityArgs
{
    Location = "West US",
    ResourceGroupName = "nvp-ppi-windows-rg",
    ResourceName="nvp-testresourcename"
});

I am able to use 

az identity create --resource-group nvp-ppi-windows-rg --name nvpppitest

. My resource group is in 'West US'... Any ideas? Interestingly, the identity does get created - I just get a message from Pulumi that it failed. Also, I will add that testing with the non-AzureNextGen provider (Pulumi.Azure.Authorization.UserAssignedIdentity) adds the identity correctly.