I'm glad that you were able to resolve your issue and thank you for posting your solution so that others experiencing the same thing can easily reference this!
Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others ", I'll repost your solution in case you'd like to "Accept " the answer. Accepted answers show up at the top, resulting in improved discoverability for others.
Issue: We've just had a auto migration from our MySQL single server to MySQL flexible server. After the migration we can connect to the mysql server locally, but not from our windows VM.
Solution: Customer shared - "Once we got into the settings and did some modifications it was solved."
If your issue remains unresolved or have further questions, please let us know in the comments how we can assist. We are here to help you and strive to make your experience better and greatly value your feedback.
Regards,
Oury