Azure Key Vault secret to store app users secrets

Question

In my application I have to store very sensitive data of its users, such as various password to other 3rd part services (user fill a form where he provides us login and password

Answer 1

It's not clear what you are describing as user secrets. If it's user credentials, then you need to federate login to an Identity Provider like Azure AD or Azure AD B2C. Key Vault is NOT an identity provider, but a secret store. If it's application secrets (think connection strings) then you should look at Key Vault (with Managed Service Identity).

Conversely, Application Settings (in App Service) are exposed in the Portal but are encrypted at rest. So if you're careful about who can access what within your subscription namespace, you should be just fine.