No doubt they'll attempt to crawl and their webmaster console will say so, I just think it's important to verify the request actually made it to your server via

No doubt they'll attempt to crawl and their webmaster console will say so, I just think it's important to verify the request actually made it to your server via your own server logs in cases where you're using a WAF like Cloudflare, just to ensure that Bing saw what you intended to serve them. If they're reporting 4xx errors, it could just as easily be a WAF giving them the code, or your server but judging by your response, it wouldn't be your server. The server logs would explain away some of the issue.