Hello skak
Welcome to Microsoft Q&A Platform, thanks for posting your query here.
For your 1st query on ICMP issue, as long as the VMA and VMB are in same VNET, no NSG is required (Default ICMP access is allowed).
But you must allow it in the OS of both VMs:
Ex: For Windows, open CMD as admin and run below
netsh advfirewall firewall add rule name="ICMPv4 Allow Ping Requests" protocol=icmpv4:8,any dir=in action=allow
For the 2nd issue on IP address, your statement is not clear.
The first VM in the subnet of "10.1.1.0/24" will get 10.1.1.4 only. From there, .5 then .6 and so on...
What is the subnet range where you are deploying the VM? Can you please elaborate more on this issue?