I found a way to get the VM status as follows: Check, if this helps !
Find WvdSessionHost
Name as below:
Get-AzWvdSessionHost "ResourceGroup01" -HostPoolName "MYPOOL1" | Select Name
Get VM status. Note that, Name to be added as vd-0 from VD/vd-0
Get-AzVM -ResourceGroupName "ResourceGroup01" -name vd-0 -Status
This will show the full status details. At the end you can also see the running status
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