I haven't yet been able to find any documentation that discusses this and am seeking to learn from others' experience here. I have a 1 TB Standard SSD attached to my Windows 2019 Server VM as data disk LUN 0 and I'd like to know if the Azure Backup policy I've just created would last long and whether it would cause any connectivity issues for our RDP users while it runs. I suppose eventually I'll find out but I'm just trying to give my users a heads up if this is known to cause any connectivity issues.
You must test restores in your environment. Use this opportunity to confirm little to no performance impact on your environment. And how long backup takes, as that could affect your RPO. If you can simulate storage load on your test system, do that during your restore tests.
Like many backup systems, Azure is capable of online backup via snapshots. Although there is some overhead until backup to the vault is complete, most users will not notice. Consider not proactively notifying, but be very quick to notify if you do see end user performance degrade.