Hi
the article here may help:
https://learn.microsoft.com/en-us/troubleshoot/azure/virtual-machines/troubleshoot-rdp-nsg-problem
However, its recommended not to use RDP either over the Public or Private IP. You would be better off provisioning Azure Bastion if you need RDP connectivity directly to the VM:
https://learn.microsoft.com/en-us/azure/bastion/tutorial-create-host-portal
Hope this helps,
Thanks
Michael Durkan
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