The provided ARM template creates a resource of type Microsoft.Resources/resourceGroups. Templates that create or manage resource groups must be deployed at the subscription scope, not at the resource group scope. Microsoft guidance on deployment scopes explains that resource group creation requires a subscription-level deployment. Accordingly, the correct Azure PowerShell cmdlet to deploy such a template from Azure Cloud Shell is New- AzSubscriptionDeployment. The other options target tenant, management group, or resource group scopes and are not appropriate for creating a resource group.