The Activity log displays recent activity by the virtual machine in a scale set, including any configuration changes and when it was stopped and started. View the Activity log in the Azure portal, or create a diagnostic setting to send it to a Log Analytics workspace, where you can view events over time or analyze them with other collected data.
Multi-resource metric alerts
Using recommended alerts, a separate alert rule is created for each VM in a scale set. You can choose to instead use a multi-resource alert rule to use a single alert rule that applies to all VMs in a particular resource group or subscription (within the same region). Use the guidance at Create a new alert rule to create a metric alert rule using a subscription or resource group for the scope and the other details from alert rules created by recommended alerts.
Reference doc : Monitor Azure virtual machines