Hi OnePage
Following our discussion, you were unable to connect to the Azure SQL VM.
We investigated and discovered that SQL VM traffic was routed through the Azure Firewall.
After we added the 1433 as a source on the inbound NSG rule. But still unable to connect with error 18456. Later, we tried to create the new SQL VM with SQL server authentication enabled and successfully you were able to connect to the SQL VM.
I hope this has been helpful!
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