@yilouiscylee8
You should definitely consider putting an Application Gateway with WAF in front of your VM. You will improve security a lot, and by enabling diagnostic logs on the AppGW to Log Analytics you will get what your looking for. Especially if you add the WAF workbook to your Log Analytics workspace. https://docs.microsoft.com/en-us/azure/web-application-firewall/waf-sentinel (you don't need to use Sentinel, the WAF Workbook can be enabled on Log Analytics without Sentinel).
A direct link to the WAF Workbook ARM Template can be found here: https://github.com/Azure/Azure-Network-Security/tree/master/Azure%20WAF/Azure%20Monitor%20Workbook
If you don't want to add any additional components to your solution, NSG Flow Logs and Traffic Analytics are the tools available to analyze traffic logs. NSG Flow Logs will log all the traffic and send it to a Storage Account, Traffic Analytics will aggregate the data and store it in the Log Analytics Workspace. Then you can just query the data and you will be able to find what you are looking for.
