Azure network security groups won't allow use of DNS names.
So your choices are:
1) A firewall appliance that does allow DNS names. I'm not sure if any on the marketplace do that and they're costly as they usually need a D2 VM as a minimum to run.
2) VPN
3) Is strong authentication not suitable? Maybe set it to lockout for an hour after 5 failed attempts
4) A Linux VM running as a firewall as you can get quite funky with that and won't need a D2 VM.
So your choices are:
1) A firewall appliance that does allow DNS names. I'm not sure if any on the marketplace do that and they're costly as they usually need a D2 VM as a minimum to run.
2) VPN
3) Is strong authentication not suitable? Maybe set it to lockout for an hour after 5 failed attempts
4) A Linux VM running as a firewall as you can get quite funky with that and won't need a D2 VM.
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