We're using Standard offering of Verizon CDN in Azure. From the documentation it's clear that Verizon gives priority to other compression schemes over Brotli if the client supports multiple ones (https://docs.microsoft.com/en-us/azure/cdn/cdn-improve-performance#azure-cdn-from-verizon-profiles):
If the request supports more than one compression type, those compression types take precedence over brotli compression.
Problem is that our origin gives priority to Brotli. So for a request with Accept-Encoding: gzip, deflate, br header directly made to the origin, the response comes back with Content-Encoding: br header. However, the same request going through CDN comes back with Content-Encoding: gzip.
Azure's documentation isn't clear on what occurs here. Does the POP node decompress the resource and re-compress with gzip and cache? Does it decompress and cache, then compress on the fly based on the request's header? I posed the question to Azure support and sadly didn't get a definitive answer.