Q. I saved data on the D: drive of my Azure VM. Can the data be restored?
A. For Azure VMs a D: drive is present which is used as a scratch drive. Unlike the OS (and optional data drives) which are stored on the resilient and persistent Azure Storage solution, the D: drive is stored on the local storage of the server currently hosting the VM. This is temporary and should be considered non-persistent as if the VM is de-allocated, resized or any kind of failure occurs the data will be lost. By default it is used for the pagefile for Windows VMs but can also be used for other scratch purposes.
If you did write data to the drive and its now missing you may wonder if the data can be restored by Microsoft. The answer is no, the data is gone and there is no way to restore it. It's critical to only use D: for scratch purposes. This is emphasized in the naming of the drive and the text file on the root advising you of its temporary nature.