Good day Boris,
Without a direct option to examine your specific VM from the host side, I think that in this case we are playing a guess game. In this case it is best to create a help ticket (open a support case) in the azure account so the Azure team will be able to get from you the information about your account and examine this case.
Note: This might be a platforms issue, which only the Azure team can handle.
In the meantime,
(a) use PowerShell to get the status of your Azure VM and post the information here (after cleaning the infomation which should not be in public)
✔ you can use: Get-AzureRmVM, or Get-AzVM
(b) Try to stop the VM from PowerShell using the command Stop-AzureRmVM
(c) There is a new option to repair a Windows VM by using the Azure Virtual Machine repair commands. Try to follow the following document:
Any more information that you have might help, but again i am prety sure that in this case best option and maybe the only one might be to open a support case