NSG deployment on a creation of new debug/repro proxy. (#1340)

Co-authored-by: stas <statis@microsoft.com>

src/api-service/__app__/onefuzzlib/proxy.py

@@ -33,6 +33,7 @@ from .azure.auth import build_auth
 from .azure.containers import get_file_sas_url, save_blob
 from .azure.creds import get_instance_id
 from .azure.ip import get_public_ip
+from .azure.nsg import NSG
 from .azure.queue import get_queue_sas
 from .azure.storage import StorageType
 from .azure.vm import VM
@@ -90,6 +91,23 @@ class Proxy(ORMMixin):
                 self.save_proxy_config()
                 self.set_state(VmState.extensions_launch)
         else:
+            nsg = NSG(
+                name=self.region,
+                region=self.region,
+            )
+
+            result = nsg.create()
+            if isinstance(result, Error):
+                self.set_failed(result)
+                return
+
+            result = nsg.set_allowed_sources(["*"])
+            if isinstance(result, Error):
+                self.set_failed(result)
+                return
+
+            vm.nsg = nsg
+
             result = vm.create()
             if isinstance(result, Error):
                 self.set_failed(result)