Hello @Diego Bolognini ,
In addition to what @Manu Philip answered. I would like to reiterate the fact that Azure does not take any snapshots automatically by default. I understand you are in a situation where you need to recover some lost files and looking for any the backup of the disk may be any old snapshot or even VM backup.
- You can check if you have any backups configured and running for this VM under Portal.azure.com->Virtual Machine->Backup blade? If yes, then you have chance to get the files recovered
Example :
- If there are any other old snapshots available for the disks of the VM, you can always search in the azure portal, and you will find the list of snapshots. If there were no snapshot taken manually then the list will be empty
The reason why azure do not take snapshots/backup automatically is due to the cost associated with this action. Also it is totally users choice to create snapshots or to configure backups.
Please "Accept as Answer" if any of above helped so that, it can help others in community looking for remediation for the similar issues.