Thanks for posting your question in the Microsoft Q&A forum.
Diagnostic settings allow you to configure where and how diagnostic data (metrics and logs) from Azure resources is sent. DCRs are part of Azure Monitor and allow you to collect additional data beyond what’s automatically captured. And VM Insights provides monitoring and diagnostics specifically for Azure VMs.
So, Diagnostic Settings: Configure where diagnostic data goes (metrics and logs). Data Collection Rules: Customize data collection beyond defaults. VM Insights: Provides VM-specific monitoring and dashboards.
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