Hi, if you are using a Windows VM, a maximum of two concurrent connections are supported, unless the server is configured as a Remote Desktop Services session host. https://learn.microsoft.com/en-us/azure/virtual-machines/windows/faq#how-can-i-access-my-virtual-machine-
If you need more concurrent sessions, you will have to configure RDS and use RD Licensing to install, issue, and track RDS CALs: https://learn.microsoft.com/en-us/windows-server/remote/remote-desktop-services/rds-client-access-license