It looks like you can't NAT as well as load balance unless it's to the same destination. Once I created the NAT rule (so I can RDP to the load balancer over a custom port, and then that's redirected to my management VM), I cannot create the backend pool to use for HTTP load balancing. I go to backend pools and click create and it already fills in "associated with " and I cannot change that to my web VMs availability set.
I've also tried creating the backend pool first, for which I select the web VM availability set, but then when I create a NAT rule I cannot point to the management VM, only to the availability set/specific VM in that set.
What am I missing? Is there a solution besides recreating the management VM and putting it in the web VM availability set?