Explanation
According to 1, Availability Zones are unique physical locations within an Azure region that provide high availability and disaster recovery for your virtual machines. To back up your VM across three availability zones in the primary region, you need to perform the following actions in sequence:
Create a Recovery Services vault2 that will store your backups and enable geo-redundancy for cross-region protection.
For VM1, create a backup policy and configure the backup2 to use the Recovery Services vault as the backup destination.
Configure a replication policy1 that will replicate your VM1 to another availability zone in the same region.