Malware
LIGHTRAIL
According to Mandiant, this is a tunneler, likely based on an open-source Socks4a proxy, that communicates using Azure cloud infrastructure.
LIGHTRAIL is a Windows malware family.
Background
Mandiant assesses this as a tunneler, probably derived from an open-source Socks4a proxy, that routes its communications through Azure cloud infrastructure.
Source: Malpedia (Fraunhofer FKIE).