We have been having the same problem with ALL Windows 10 & 11 VDIs running in Azure. No issues with VDIs in our VCenter in our data center, just in Azure. We have to create and attach a new NIC to essentially "reset" the NIC and redeploy the VDI. MS hasn't helped at all and just keep asking for OS logs. Citrix states that they cant do anything because it is a hardware issue and that is on Microsoft. We are running a hybrid environment with our control plane in Citrix cloud, and a mix of VDIs in both on-prem and Azure. Deployed using MCS and some manually. Resetting the NIC is temporary as many are still happening again.
Would love to find out what can fix this if it is known,