Hi, @sns
You can disgnose network connectivity issues to your virtual machine using Azure Network Watcher.
You can troubleshoot your connectivity issues by navigating to the Connection Troubleshoot tab (in the Monitoring section) of your Azure Bastion resource in the Azure portal. Network Watcher Connection Troubleshoot provides the capability to check a direct TCP connection from a virtual machine (VM) to a VM, fully qualified domain name (FQDN), URI, or IPv4 address. To start, choose a source to start the connection from, and the destination you wish to connect to and select "Check".
https://learn.microsoft.com/en-us/azure/bastion/troubleshoot