You could try changing the Log Level for REST Consume to TRACE, make a request, and see what the response is.
With this log level set you will be able to see what Mendix is sending and what the response is. You may spot something different between what the browser is sending, and what Mendix is sending.
Couple of issues on this one – I made an error in the url I am calling – I had copied the tenant variable over the discovery part of the static part of the url – The tenant id and appid are being set by variables – so the url was slightly wrong. Also, I am behind a firewall so the request call is actually being blocked from my local environment – I tested the correct url from the cloud dev environment and received a response. Didn’t expect the firewall issue as I am able to call the url in the browser from within the same estate and get a response.
Anyway, this is now working.