Hello Steve Shi
Welcome to Microsoft Q&A Platform, thanks for posting your query here.
Based on the details shared, looks like you are trying to enable Hyper-V on a virtual machine in Azure, but you are getting an error message that says "Hyper-V cannot be installed: Virtualization support is disabled in the firmware." This error message usually means that the virtual machine does not have nested virtualization enabled.
Nested virtualization allows you to run a virtual machine within another virtual machine. In Azure, nested virtualization is only available on certain VM sizes and series.
To resolve this issue, try the following:
-Choose a VM size that supports nested virtualization.
-If you already have a VM deployed, and it supports nested virtualization, you can enable it.
Ref:
https://learn.microsoft.com/en-us/virtualization/hyper-v-on-windows/user-guide/nested-virtualization
https://learn.microsoft.com/en-us/virtualization/hyper-v-on-windows/user-guide/nested-virtualization#configure-nested-virtualization
https://azure.microsoft.com/en-us/blog/nested-virtualization-in-azure/
https://learn.microsoft.com/en-us/azure/virtual-machines/acu
Hope this helps.