How to allow more than two simultanous sessions on Azure
Solution 1:
This is nothing to do with Azure, this is the limit imposed by Windows Server on remote administration, you can only have 2 administrators connecting to a server to manage it at once.
If you need more than two connections then this is no longer remote administration, you are running a remote desktop server and providing applicaitons to users, which means you need RDP Client Access Licences for each user.
Because you are running this server in Azure, which is a hosted service, you can't just use standard RDP CALS, you instead have to use SPLA SALs, for which you pay a monthly fee rather than a one off cost. Any company can sign up to use SPLA, you just have to find an SPLA reseller and sign an agreement with them. Alternatively if you have an Enterprise Agreement you can choose to use some licences on this, talk to you account rep if that is the case.
Now, if none of that works for you then the only other option is looking at using the Azure RemoteApp service instead. This is a Platform as a Service offering for Remote Desktop. You can supply an image of your OS, with the applications you need installed and Azure will present this through RemoteApp. You pay a per user monthly fee and this covers all your Windows and Remote Desktop licences (it does not cover licences for apps you install on the image). Take a look at the Remote App Website to see if this will work for you.