Unfortunately if you are restricting access to your Cosmos DB service based on IP address (a reasonable security measure) then Data Factory won’t work as of this writing as Azure Data Factory doesn’t operate like a trusted Azure service and presents as IP address from somewhere in the data center where it is spun up. Thankfully they are working on this. In the meantime however the next best thing is to use the Cosmos DB migration tool (scripts below) to dump the contents to a location where they can be retained as long as needed. Be aware in addition to the RU cost of returning the data that if you bring these backups back out of the data center where the Cosmos DB lives you’ll also incur egress charges on the data.
Having a plan for this kind of thing is important, even if you normally rely on service-provided automated backups.