Welcome to Microsoft Q&A Platform, thanks for posting your query here.
Glad to know that you have resolved the RDP connection issue with Azure VM by adding TLS registry.
I have added Windows related tags to this thread so that SME's from that area could help answer your query.
However, I will try to provide some information here that can help you.
Depending on the system, RDP uses the TLS 1.0, 1.1, or 1.2 (server) protocol for connection. TLS and SSL protocols use a client/server model and are based on certificate authentication.
To query how these protocols are set up on the VM, open a CMD instance, and then run the following commands:
reg query "HKLM\SYSTEM\CurrentControlSet\Control\SecurityProviders\SCHANNEL\Protocols\TLS 1.0\Server" /v Enabled
reg query "HKLM\SYSTEM\CurrentControlSet\Control\SecurityProviders\SCHANNEL\Protocols\TLS 1.1\Server" /v Enabled
reg query "HKLM\SYSTEM\CurrentControlSet\Control\SecurityProviders\SCHANNEL\Protocols\TLS 1.2\Server" /v Enabled
Please check below documents for more details on this protocol:
https://learn.microsoft.com/en-us/windows-server/security/tls/tls-ssl-schannel-ssp-overview
Hope that helps.
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