Hi,
From your description it sounds like you still have public IP associated with your VM's network interface. You need to disassociate this so that the VM will use the NAT gateway on the VNet.
In the Azure portal, please navigate to your VM, Networking blade. Next click on the address next to NIC Public IP. This will take you to the public IP address associated with your network interface. Click Disassociate button and click Yes to confirm.
After making the above change, please connect to your VM using Bastion and verify that the public IP address matches the NAT gateway public IP now.
Please click Accept Answer if the above was useful. If you have questions or need additional assistance, please add a comment.
Thanks.
-TP