VNC Repeater (Ultr@VNC) on an Azure VM

I have a problem in one of my azure VM :

I try to use an Azure VM (WS2012 or WS2008, it doesn’t mind) as a VNC Repeater (Ultr@VNC).

I have created the 2 endpoints to route the 2 required ports from internet to my VM (one for the client, one for the server) but when I launch my repeater, it listens for a while and log “Reading Proxy Settings Error”. I put more logs in and it seems that winsock.accept() doesn’t block on my VM while it does on my local desktop.

I wonder if in Azure there is a reverse proxy that establishes a connection to the VM port even if there is no connection on the public internet port.

Do you have any clue and advice on how to achieve what I am trying to do ?

Thank you in advance

Guim