Hi @伟 韦
I'll try to explain it to you in a simple way, let's understand that update domain is related to the operating system (Azure Hyper-v) and fault domain is related to the rack the server is in.
Live migration preserves the vm memory so there is no loss at all.
Even in an occurrence your update domain and fault domain will not change, your vm may be unavailable if there is any type of occurrence, so it is necessary for you to place them in separate domains, according to my example structure:
Get in touch if you need more help with this issue.
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