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From our documentation: https://learn.microsoft.com/en-us/azure/bastion/bastion-faq#udr
"Deployment failures may result from Azure subscription limits, quotas, and constraints. Specifically, customers may encounter a limit on the number of public IP addresses allowed per subscription that causes the Azure Bastion deployment to fail."
Have you tried to deploy in a different region?
I would suggest checking the thread below as it seems related: https://learn.microsoft.com/en-us/answers/questions/795070/azure-bastion-automatically-deleting.html
I hope this helps!
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