The correct option is Confirm the virtual machine OS firewall allows inbound traffic on the required ports.

Check the VM operating system firewall first because the Azure Load Balancer forwards traffic to the VM network interface but the guest OS can still block the connection. If the OS firewall blocks the service port then no incoming requests will reach the application even when networking and load balancer settings are correct. Also verify that the application is listening on the expected port and that the firewall rule permits the correct protocol and scope.

Inspect the Network Security Group rules applied to the network interface or subnet is useful but it is not the first thing to check because many cases where a backend receives no requests are caused by the guest OS firewall. You should still review NSGs if the OS firewall and service are configured correctly.

Verify the virtual machine is registered in the load balancer backend pool matters because an unregistered VM will not receive load balanced traffic. However this is not the quickest diagnostic step and you can often confirm registration from the load balancer console after you rule out the OS firewall and service listening issues.

Check the load balancer health probe results and backend health status is important for diagnosing why a VM is not receiving traffic because a failed probe will mark the VM as unhealthy. Many probe failures are caused by the VM firewall or the service not listening so checking the OS firewall first helps identify the common root cause quickly.

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