Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
To address your query,
- Tools like Tracert and MTR would not work on an Azure VM for Internet destination.
- ICMP Ping would work provided you have a dedicated Instance level Public IP attached to the VM and destination is capable of responding to the ICMP Pings.
NOTE : ICMP Ping and Tracert would work for private traffic
The recommendation is to
- Use TCP Ping tools such as Telnet or Test-NetConnection or PsPing (with Port)
You can also follow recommendations suggested by Deepanshukatara-6769
Kindly let us know if this helps or you need further assistance on this issue.
Thanks,
Kapil