How to Remote PowerShell to Azure VM (DIP to DIP)

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Enter a PowerShell session from inside another VM located inside the same Vnet and run the following:

$Skip = New-PSSessionOption -SkipCACheck -SkipCNCheck Enter-PSSession -ComputerName "HOSTNAME" -port 5986 -Credential (Get-Credential) -useSSL -SessionOption $Skip

If the above does not work try the following instead:

$Skip = New-PSSessionOption -SkipCACheck -SkipCNCheck Enter-PSSession -ComputerName "HOSTNAME" -port 5985 -Credential (Get-Credential) -SessionOption $Skip