Hi MMelkersen_MVP, thank you for the feedback!
We were able to replicate the same 401 error behavior experienced and were able to resolve this by validating both the "Delegated" and "Application" Office 365 Management APIs were added with the "ServiceHealth.Read" permissions with admin consent granted on behalf of your organization.
Note: Once permissions have been granted, please note that it may also take up to an hour for permissions to apply to the created App registration.
You can validate the correct permissions have been applied via the steps below:
Contoso > App registrations > Office 365 Communications API > API permissions > "Grant admin consent for Contoso".
Note: If granted, you should see a Green checkmark with the text "Granted for Contoso" under the Status column.
Hope this helps!