Problem
It's possible you are running an old OS image or have Windows Update disabled on your VM which prevents the latest intermediate and root certificate authorities from updating.
Solution
Run Windows Update on your VM, or use the latest Azure VM OS image.
You can verify if you have the latest intermediate certificate authorities by checking the cert store on the VM. Specifically, you're looking for "Microsoft Azure TLS Issuing CA 01" which is the intermediate cert authority Azure Cognitive Search and most Azure services are using.
Manage User Certificates -> Intermediate Certification Authorities -> Certificates -> "Microsoft Azure TLS Issuing CA 01"
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