MSDTC error "No transaction is active " (Winmgmt)

Question

We have configured two VMs on Azure, one is running Biztalk application and other have MSDTC service configured on it, when Biztalk application is enabled to use MSDTC service on SQL server we are getting an error:

The Microsoft Distributed Transaction Coordinator (MSDTC) may not be configured correctly. Ensure that the MSDTC service is running and DTC network access is allowed on the BizTalk, SQL and SSO Master servers. For more information, see "MSDTC Configuration settings required for BizTalk Server" in the BizTalk Server Help.

Internal error: "No transaction is active " (Winmgmt)

Firewall and MSDTC access, settings are all fine. What else should be checked to resolve this issue? Please help to investigate the error.