I have 2 VMs behind a load balancer on Azure. I have enabled HTTPS connection for the Websites i have deployed in those VMs using self signed ssl certificate. When I connect to that VM directly via IP I see the certificate loaded, but when i try to connect through load balancer over HTTPS, I get a page which specified "Your connection is not private" (as it is self signed certificate) and in Advanced i click on "proceed to site". For VMs it works, but when i use load balancer IP it will load the same page again and again specifying the same error. I couldn't find much material for implementing HTTPS as well. i implemented based on my understanding of Azure load balancer.
Also can i achieve HTTPS using load balancer or do i need to implement Application Gateway?