Set-AzureRmVMBootDiagnostics is deprecated.
Use Set-AzVMBootDiagnostic. You need to uninstall the old module and install the new Az powershell module.
In Set-AzVMBootDiagnostic, Resource group parameter takes storage accounts resource group. Reference is here
To upgrade or install the new powershell module, follow the doc urls mentioned below.
https://learn.microsoft.com/en-us/powershell/azure/new-azureps-module-az?view=azps-3.4.0
https://learn.microsoft.com/en-us/powershell/azure/install-az-ps?view=azps-3.4.0