You'll typically need to ensure the proper Network Security Group (NSG) rules are in place, as you've done. However, there could be other potential issues preventing the connectivity, such as firewall rules on the destination or source servers, routing issues, or Azure configuration problems.
Try to check Windows Firewall from inside VM
Check the antivirus is not blocking ( I already faced problems with Panda and Bitdefender)
You can diagnostic on Network Watcher
Network Watcher's IP flow verify or Next hop capability can help you understand if a rule is blocking your traffic.
On network Watcher go to Effective security rules, See if you have more NSG associated:
Get in touch if you need more help with this issue.
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