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Allow the port 443 for MMS server and verify the connectivity from MSA using curl command (curl -v https://jsdr-mms.azurewebsites.net:443)
If it is connected wait for some time and see if the warning goes away automatically.
If the warning stays then restart the vme2 service on MSA will resolve it #service vme2 restart
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Steps to get subscription id from Azure marketplace Enable SSH on MSA