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Actually disregard that question, I'm pretty sure there is documentation on how to pass this somewhere

Ok here's your problem: <https://github.com/pulumi/pulumi-azure-native/issues/742>

Not sure what a current workaround would be, but there isn't anything preventing you from using the Azure classic provider right next to the Azure Native provider if that works

Thank you for answer and pointing me to this issue! I was considering using Azure classic but then decided to upload certificate directly to Application gateway, this is also works as expected.