How to resolve “An exception was forcibly closed by the remote host” in a .NET app running on an azure VM behind a load balancer.

I get the error “An exception was forcibly closed by the remote host” occasionally at work. This is an I.O exception and happens when a HTTP request fails to reach the destination host. To troubleshoot, I often ping or tracert the destination IP/URL, and the error usually comes down to the firewall restricting the connection, and goes away once we have updated the firewall to handle the connection. However, another instance when I get this error is when my app that runs on an azure VM of a load balancer tries to send a request to another app which has a DNS that points to the same load balancer.