Jenkins + azure + windows & linux management

hi everyone,
I’m trying to develop a simple (it doesn’t need to be scalable) but will have Azure zones to help my setup.

Assuming Azure VM to run Jenkins to manage Windows (95%) and Linux (5%) environments where 95% of our automation falls into PowerShell what would you recommend?

1 azure VM Windows to manage Windows (once it relies on Powershell) and figure out Linux-based VM management as we go or Jenkins as docker and agents for windows and Linux?
when it comes to the windows environment 100% domain joined with site-to-site VPN setup on Auzre and vnet/peers well structured.

topology suggested

thanks in advance,