As a Nerdio employee of over 8 years I've been asked by thousands of partners "How do I troubleshoot performance issues in Azure??" My 100% honest and only answer is to review this guide. https://getnerdio.com/academy/how-to-troubleshoot-performance-in-windows-virtual-desktop-wvd-environments/
The above article is based on standard root cause analysis and best practices. I would also welcome other members of the community to add some of their favorite tools and methods to the conversation.