Get through corporate proxy - any host any protocol

Prerequisites

1. Install putty
2. Install favorite Linux machine on Azure portal
3. Install and configure Cntlm

Enable endpoint

In azure portal (old or new one) you need to modify SSH endpoint to port 443

SSH using putty

1. Open putty and in host name write: YOURMACHINE.cloudapp.net
2. In port set 443 instead of 22
3. Open Connection->proxy in side bar and fill it with cntlm settings like bellow
4. Save your session and log in to YOURMACHINE.cloudapp.net to check connection
5. If above is working, load saved session
6. Open Connection->SSH->Tunnels in proxy and fill it for example like below
7. Save your session and in my example do RDP using localhost:2222 as Computer
8. If you need "full" Internet access without proxy limits just use dynamic port forwarding like describe in DYNAMIC SSH TUNNELING WITH PUTTY TO SECURE WEB TRAFFIC