Hi,
The feature you are looking for is Nested Virtualization. You can check if the Virtual Machine series (several of them do) supports it by looking at the details page for each. For example, below is screenshot from Dv3/Dsv3 series:
https://learn.microsoft.com/en-us/azure/virtual-machines/dv3-dsv3-series
Below is article from back when Azure introduced Nested Virtualization:
https://azure.microsoft.com/en-us/blog/nested-virtualization-in-azure/
Please Accept Answer if the above was helpful.
Thanks.
-TP