A Microsoft desktop and app virtualization service that runs on Azure. Previously known as Windows Virtual Desktop.
I'm glad that you were able to resolve your issue and thank you for posting your solution so that others experiencing the same thing can easily reference this! Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others ", I'll repost your solution in case you'd like to "Accept " the answer.
Issue:
Unable to login to VM with your administrator account.
Solution:
You updated the NSG to allows RDP port 3389 and made associated a public IP with your VM.
Please remember to "Accept Answer" if any answer/reply helped, so that others in the community facing similar issues can easily find the solution.