On Azure Local, the SDDC Management (or Health for that matter), can break and go offline. Here is how to verify and fix it (will fix most common issues at least)

How to check if SDDC is offline:

# Get the OS build number, which determines which Cluster Group name is used
$osBuildNumber = (Get-CimInstance -ClassName Win32_OperatingSystem).BuildNumber
If ($osBuildNumber -le 17763)
{
   $groupName = "Cluster Group"
}
Else
{
   $groupName = "SDDC Group"
}

# Confirm broken resource status
Get-ClusterGroup -Name $groupName | Get-ClusterResource

# This command does not start it:
Start-ClusterResource -Name "SDDC Management"

Name                                             State  OwnerGroup ResourceType
---
-                                             -----  ---------- ------------
Cluster Virtual Disk (ClusterPerformanceHistory) Online SDDC Group Physical Disk
Health                                           Online SDDC Group Health Service
SDDC Management                                  Failed SDDC Group SDDC Management

To remove the broken SDDC Management that cannot start:

Remove-ClusterResource -Name "SDDC Management" -Force

To add it again use:

Add-ClusterResource -Name "SDDC Management" -Group "SDDC Group" -ResourceType "SDDC Management"
Start-ClusterResource -Name "SDDC Management"

# Confirm resource status
Get-ClusterGroup -Name $groupName | Get-ClusterResource

Name                                             State  OwnerGroup ResourceType
----                                             -----  ---------- ------------
Cluster Virtual Disk (ClusterPerformanceHistory) Online SDDC Group Physical Disk
Health                                           Online SDDC Group Health Service
SDDC Management                                  Online SDDC Group SDDC Management