@Tim Ip Apologies for the delay in response and all the inconvenience caused because of the issue.
You can refer to below link for more info:
https://heranonazure.wordpress.com/2018/09/26/created-a-dump-for-a-running-vm-in-azure/
Also this thread on Q&A might be helpful as well.
Hope it helps!!!
Please "Accept as Answer" if it helped so it can help others in community looking for help on similar topics.