Microsoft have confirmed that the issue has been resolved, here is the information we received from them:
Summary of impact: Between 23:00 UTC on 11 Apr 2022 and 03:11 UTC on 12 Apr 2022, you were identified as a customer using Azure Frontdoor in New Zealand who may have experienced issues while trying to access some resources.
Preliminary Root Cause: We determined that an incorrect configuration change caused a subset of POPs (Point of Presence) in New Zealand to return incorrect responses.
Mitigation: We reverted the configuration change to mitigate the issue.