Hi Arif Usman , Apologies for the delay on this.
Is this newly deployed session host? Is it deployed via ARM template?
If there is any Scheduled agent update configured, it might stop agents from updating.
Please disable the scheduled agent update from azure host pool settings and let me know the results.
MonitoringAgentCheck verifies that the required Geneva agent is running. If this check fails, it is non-fatal and the machine still can service connections, main issue may be that monitoring agent is missing or running (possibly) older version.
As per your screenshot of Task Scheduler, it looks like the Geneva Monitoring scheduled task was not running, this means the GenevaMonitoringAgent did not get installed.
Please try manually installing it by executing the Microsoft.RDInfra.Geneva.Installer-x64-44.3.1.msi as admin and restart rdagentboolader service. This should resolve the issue.
If you are still seeing this issue, please let me know in the 'comments' and I can further investigate or involve internal team as needed.