Hi John Jones,
Welcome to the Microsoft Q&A Platform! Thank you for asking your question here.
We understand from your query that you are experiencing an issue while trying to SSH into the VM. I would recommend trying to connect using a different network (ISP). I have set up the same environment in my tenant, and I am able to access the VM using Bastion and CLI.
Firstly, I created a VMSS with an SSH public key and navigated to the instances. Select the instance you want to open, then click on the 'Connect' dropdown and choose 'Bastion.' Click 'Deploy Bastion' and wait until it’s deployed. Once deployed, select 'Authentication Type' as SSH Private Key from Local File. The username should be the same as when you created the instance. For 'Local File,' provide the path to the SSH private key, mark 'Open in new browser tab,' and click 'Connect.
Workaround by using CLI to access VMSS VM:
If you don't have associated earlier, add Public IP to instance. move Private Key to ssh path using below command mv /Downloads/myKey.pem ~/.ssh
Try accessing by using this command ssh -i ~/.ssh/key name username@Public IP
Please go through this link for more detailed steps- https://learn.microsoft.com/en-us/azure/virtual-machines/linux-vm-connect?tabs=Linux#connect-to-the-vm
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