If this is Azure related, It has nothing to do with RDP or SSH. When I was still working we moved a number of machines into Azure. One critical problem that I found was that there was no way to access the console of a "sick" machine that lost it's network access. We had an occasional problem where our security team would implement rules in a 3rd party AV product that would cripple network access. At the time, the only solutions were to restore the VM to a prior backup, or download the VHD to our datacenter and launch it under VMware, fix the problem, and then upload the VHD back to Azure. The first solution involved potential data loss and the second solution required hours of down time, while the disk was being transferred over the networks.
Being retired, I don't care as much anymore, but I'm still curious to see if this ever got fixed.
To tag along to salves question: How does an admin access the console of an Azure based VM that does not have network connectivity, so that the admin can boot into safe mode and fix whatever is wrong? Is that now possible?