The traditional telnet helps to port check between VMs, but the Azure cloud environment has NSGs. Going through NSG’s is time-consuming work.

Azure Network Watcher – Network Diagnostic Tools  (IP flow verify) a feature under monitor service, does a great job and provide the source VM a destination IP Address with port number

Network Diagnostic Tools includes next hop, VPN Diagnostics, Packet capture, Security Group, and Connection troubleshoot.

Add Network Watcher VM extension to the VM’s and verify the port connectivity