Hello @Igor Meszaros ,
Welcome to Microsoft Q&A Platform. Thank you for reaching out & hope you are doing well.
As mentioned in the error and the official doc, the Bastion host is deployed in the virtual network that contains the AzureBastionSubnet subnet that has a minimum /26 prefix.
Refer : https://video2.skills-academy.com/en-us/azure/bastion/tutorial-create-host-portal#prerequisites
So, once you change the AzureBastionSubnet prefix to 10.4.0.0/26, it will work.
Kindly let us know if the above helps or you need further assistance on this issue.
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