This is in the HttpModule.

public void Init(HttpApplication application) 
{
  _httpApplication = application; _
   httpApplication.AuthenticateRequest += OnAuthenticateRequest; 
}

public void OnAuthenticateRequest(object sender, System.EventArgs e) 
{ 
     _customclass.Process(_httpApplication.Context);
}

In the _customClass process method

private HttpContext _context;

public void Process(HttpContext context)
 { 
      _context = context; 
      var authenticationTicket = GetCurrentAuthenticationTicket();
      if (authenticationTicket == null)
     { 
        var userEmail = GetEmail(); 
        CreatePrincipalAndSetAsCurrentUser(userEmail); 
        authenticationCookie =   CreateAuthTicket(   CustomIdentityObject); 
       _context.Response.AppendCookie(authenticationCookie); 
     } 
     else if (authenticationTicket.Expired) 
     { 
        RedirectAndEndResponse("~/Logout.aspx"); 
     } 
     else 
     { 
          CreatePrincipalAndSetAsCurrentUser(authenticationTicket); 

     } 
} 

CreatePrincipalAndSetAsCurrentUser

private ICustomPrincipal CustomPrincipal 
{
     get { return _context.User as ICustomPrincipal ; } 
    set { _context.User = value; } 
}

When we try to access HttpContext.Current.User as ICustomPrincipal, the application is throwing below error

Object reference not set to an instance of an object.

As mentioned above, this works fine in Local and also in IIS but, the issue happens only in Azure App Service. Tried to create custom principal in PostAuthenticateRequest but the application is behaving weird.