An Azure service that is used to provision Windows and Linux virtual machines.
Start by following https://dori-uw-1.kuma-moon.com/en-us/troubleshoot/azure/virtual-machines/windows/troubleshoot-rdp-connection
If you still are not able to resolve the issue (make sure you complete all troubleshooting steps), then follow https://azure.microsoft.com/en-us/support/create-ticket
If the above response helps answer your question, remember to "Accept Answer" so that others in the community facing similar issues can easily find the solution. Your contribution is highly appreciated.
hth
Marcin