You cannot but you shouldn't do it anyway. Maybe there are some very complicated methods using distributed transactions but they are not scalable. You cannot atomically store and publish events because you are writing to two different persistences, with different transactional boundaries. You can have a synchronous CQRS monolith, but only if you are using the same technology for the events persistence and readmodels persistence.
In CQRS the application is split in Write/Command and Read/Query sides (this long video may help). You are trying to unify the two parts into a single one, a downgrade if you will. Instead you should treat them separately, with different models (see Domain driven design).
The Write side should not depend on the outcome from the Read side. This means, that after the Event store persist the events, the Write side is done. Also, the Write side should contain all the data it needs to do its job, the emitting of events based on the business rules.
If you have different technologies in the Write and Read part then your Read side should be decoupled from the Write side, that is, it should run in a separate thread/process.
One way to do this is to have a thread/process that listens to appends to the Event store, fetch new events then publish them to the Event Grid. If this process fails or is restarted, it should resume from where it left off. I don't know if CosmosDB supports this but MongoDB (also a document database) has the rslog
that you can tail
to get the new events, in a few milliseconds.