@B00118653 Des Jones - Thanks for reaching out.
As far as I know, you could check if there is an NSG automatically associated with your VM NIC or subnet by Azure policy or others in your current subscription after you create the Azure VM. Probably, it adds some inbound port rules in the NSG to blocking the network connection. If you want to SSH into your Azure VM. it must have a higher priority inbound rule to allow access port 22 as below. You also could add your client public IP as the source in the rule to narrow the limitation.
Also 0
Try testing your connection in the azure portal
It points you to the exact inbound rules inside Networking tab which might be blocking your connections.
Hope that helps.
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