Hello M.GUEND
Welcome to Microsoft Q&A Platform, thanks for posting your query here.
Based on the details shared, sounds like you are having two separate issues.
The first issue, "The remote session was disconnected because there are no Remote Desktop License Servers available to provide a license. Please contact the server administrator," is related to Remote Desktop licensing.
Remote Desktop licensing is required to allow users to connect to a Remote Desktop Session Host (RDSH) server or a virtual machine running Windows Server in a virtual desktop infrastructure (VDI) environment.
One common reason is that the Remote Desktop licensing mode on the RDSH server is not set correctly or there are no available Remote Desktop license servers.
Requesting you to check the Remote Desktop licensing mode on the RDSH server, verify the Remote Desktop licensing servers, and ensure the user account has the appropriate permissions to access the Remote Desktop licensing server.
Regarding the second issue, "Also impossible to connect to the VM using bastion," there could be several reasons for this. One possibility is that there is a network connectivity issue between your local computer and the VM.
To troubleshoot this issue, you can try the following steps:
-Ensure that you have a stable internet connection and can access other websites.
-Ensure that your Bastion is properly configured to access your virtual network. Check if the Bastion subnet is correctly associated with your virtual network and is not in conflict with any other resources.
-Ensure that the Bastion host is provisioned and configured correctly.
-Check if any firewall rules or network security groups are blocking the connection.
-Ensure that your user account has the necessary permissions to access the VM.
-Check if you are using the correct login credentials.
Hope this helps.