Hi Cannoy Miller,
Thank you for reaching out to the Microsoft Q&A platform.
Based on your question description we understand that you are facing an issue with UDP error.
Here are some steps you can take to troubleshoot and resolve this issue:
Check that your firewall is not blocking UDP traffic. You can do this by accessing your firewall settings and allowing the necessary UDP ports.
Refer the following document: Use the Windows Firewall with Advanced Security add-in
For connectivity issues and VM slowness please follow the below steps:
Check the resource health of your VM in the Azure portal to ensure there are no underlying issues.
Ensure your VM and host machine are up to date with the latest patches and updates.
Try restarting the VM and check the VM performance.
Please find the document for your reference: Troubleshoot Remote Desktop connections to an Azure virtual machine
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Thank You.