Install Docker on VM Behind Firewall

I have a VM on Azure behind corporate Firewall.
I am trying to install docker on this VM, but the VM becomes unresponsive midway installation.
I have to restore the VM to a previous date to be able to connect via SSH again.

All I can get is that Docker modifies iptables and this is the reason VM disconnects.

Any viable solution to this issue?


OS - Ubuntu 20.04