以下の解決策を参照してください。
説明
First, create Recovery Services vault.
Step 1: On the left-hand menu, select All services and in the services list, type Recovery Services. As you type, the list of resources filters. When you see Recovery Services vaults in the list, select it to open the Recovery Services vaults menu.

Step 2: In the Recovery Services vaults menu, click Add to open the Recovery Services vault menu.

Step 3: In the Recovery Services vault menu, for example,
Type myRecoveryServicesVault in Name.
The current subscription ID appears in Subscription. If you have additional subscriptions, you could choose another subscription for the new vault.
For Resource group select Use existing and choose myResourceGroup. If myResourceGroup doesn't exist, select Create new and type myResourceGroup.
From the Location drop-down menu, choose West Europe.
Click Create to create your Recovery Services vault.
References:https://docs.microsoft.com/en-us/azure/backup/tutorial-backup-vm-at-scale