Azure VM Windows Server 2022 Domain Joining Issue

Have you checked that Azure Firewall have policies for all the needed ports? https://learn.microsoft.com/en-us/troubleshoot/windows-server/active-directory/config-firewall-for-ad-domains-and-trusts

You can use Test-NetConnection -ComputerName "NameOfDC" -Port 88

And then test the required ports. 

Also worth checking out the firewall logs in Azure Firewall to see if some traffic is being intercepted. 

    AzureDiagnostics
    | where Category == "AZFWApplicationRule"
    | sort by TimeGenerated
    | project TimeGenerated, Fqdn_s, TargetUrl_s, Action_s, ActionReason_s, DestinationPort_d, RuleCollection_s

    AzureDiagnostics
    | where Category == "AZFWNetworkRule"
    | sort by TimeGenerated
    | project TimeGenerated, Protocol, SourceIP, DestinationIP, DestinationPort, Action_s, RuleCollection_s