When you try to attach an unmanaged Azure VM disk, it fails with "Provisioning failed, the specified cookie value in VHD footer indicates that disk, with blob is not a supported VHD. Disk is expected to have cookie value 'conectiv. Invalid VHD".
This error is caused when the VHD suffers corruption when it's being uploaded to Azure Storage. To resolve the issue, delete the old copy of the VHD and retry the upload using Storage Explorer or the Azure Portal.