Hello @Dinesh Kumar Mathiyarasan
Since the VM itself and Win+R are responsive, this looks more like a Windows Search component issue than an Azure VM/RDP connectivity problem.
First, open Task Manager → Details, locate SearchHost.exe, and End task. Windows should restart it automatically when you open Search again. Microsoft specifically recommends this for an unresponsive Windows Search interface.
Also check services.msc and confirm Windows Search (WSearch) is running with startup type Automatic (Delayed Start).
If it still doesn't respond, run Microsoft's Search and Indexing troubleshooter, followed by the supported Windows Search reset procedure.
Reference: Microsoft - Fix problems in Windows Search
If the problem occurs only for your RDP user, test with another Windows user profile. That helps determine whether the Search package/profile is corrupted rather than the VM itself.
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