First of all, I want to thank all you for the help, second I finally managed to make it work 
but using the Azure Portal (thereĀ“s a section for CORS management that I did not know:
)
IĀ“ve taken that image just in case someone gets to the same ātroubleā.
Doing what SDP1966 posted about inserting the <allow-navigationā¦ > to index.html was returning the error: The Content Security Policy ādefault-src āselfā http:ā was delivered via a element outside the documentās , which is disallowed. The policy has been ignored. I did then double check I had inserted that in the head sectionā¦ and I did so I donĀ“t know why itĀ“s getting this errorā¦
Doing what Kuntal posted didnĀ“t seem to work either (didnĀ“t debug so IĀ“m not sure).
It seems that my issue was with Azure after allā¦ and IĀ“m not too sure how CORS works on Azure so another thing I will have to investigate 