I had not looked at the Chef docs for some time. They continue to be excellent. I was using them to see how deploying to Azure differed from a more on-premise VM. As far as I could see, the only difference was making sure that you had enabled the 80,5985 and 443 endpoints/ports in the Azure Portal. No amount of opening firewall ports on the provisioned VM will help if you have not done that.
I also suggest getting things working with the simplest possible test, and making network calls within a single server to start (I know what I mean hopefully you do, too late to explain more 🙂 )
A very helpful post on WinRm and networking difficulties here.
Easiest way to get non-truncated history, btw (hm not so sure now):
h | select -Property CommandLine -unique > x.txt