Here is a quick guide on how to enable diagnostics for an ARM Instance (VM) in Azure:
- In Azure Control Panel on Azure Portal, go to Virtual Machines and select the VM in question (you should do this for ALL of your VMs and all other resources)
- Scroll down to Diagnostics Settings.
- Click on Diagnostics Settings, and set the Status to On.
If you have a lot of VMs, you can use this process in order to use PowerShell to enable Diagnostics for VMs.