To rectify this error you need to add an endpoint. In order to do that follow these steps:
1. First of all, you need to limit FTP client to use some specific port like 6000.
2. After that, you need to add endpoint using the same port 6000 in Endpoint settings under Azure VM.
3. After that, you can check and verify the settings using FileZilla(network connection wizard).
I hope this will help.
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