Hi,
The UI for data collection rules understands only certain data collections you can enable like performance counters, windows logs and syslogs. Thus, when you browse data collection rules for VM Insights it cannot show its configuration. Also, when you try to add things like performance counters to VM Insights data collection rule it tells you that you should not mix these two data collections together. The best practice is to have separate data collection rules for different sets of data. For example, you will have one data collection rule for VM Insights, another one for Change tracking, third one for performance counters and windows events, fourth one for security events, etc. You can have multiple data collection rules and do a separate assignment for each rule to each VM. So, create new data collection rule for performance counters for example and assign it to the VMs you want these performance counters to be collected. Azure Monitor agent picks all configurations that are assigned and sends the data appropriately.
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