I have lost quite a bit of time and money on this issue which Microsoft are pretty aware of for a number of years and haven't fixed yet.
If I create a Windows Server 2008 R2 VM and run sysprep (part of the VM image capture process) on it, i will not be able to RDP to it afterwards.
Following the official Microsoft instructions on how to capture a VM image you have to run sysprep. There are a couple of options on the sysprep Shutdown options.
Any of these options will end up with the same result, I have tried all three options.
So, from my experience and looking at the many posts in the forums and on Google, I need to go back to my boss and un-sell the whole Azure offering?