Updated 20-Feb-2020
Summary
Azure DevOps pipeline build not able to find NuGet package from our private feed under Artifacts.
Azure DevOps Project pipeline not able to access Artifact Feed in different project
I think you are going the right ways. There is known issue about the project scope feed.
As the document Package permissions in Azure Pipelines stated:
To use packages from a feed in Azure Pipelines, the appropriate build identity must have permission to your feed. By default, the Project Collection Build Service is a Contributor. If you've changed your builds to run at project scope, you'll need to add the project-level build identity as a Reader or Contributor, as desired. The project-level build identity is named as follows:
[Project name] Build Service ([Organization name]) (e.g. FabrikamFiber Build Service (codesharing-demo))
You could check this thread for some more details.
Hope this helps.