Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
It appears you are using a 3rd party VPN inside an Azure VM
- Is that correct?
- Or are you using Azure P2S VPN and not a 3rd party?
If the RDP is getting dropped, even with a Bastion
- This could only mean that the VPN Client you are connecting to is routing all the traffic including traffic within the VNET.
- In that case, you have to check the configuration of your VPN Client only, and understand what are the routes that are learnt/advertised to your OS once you connect.
You can try using Azure Serial Console (for Windows)
- Enable it by following the document
- Then RDP to the VM and try to connect to the VPN
- Once the RDP drops, try to access the VM using Serial Console
- Run route PRINT
- This should tell us where the traffic is headed.
NOTE : The above is just for troubleshooting.
You must work on the VPN Client to not advertise every traffic to route via the VPN Tunnel
Hope this helps.
Cheers,
Kapil