Any feedback from MS on this? We are in the exact same position after attempting a conversion from classic to VMSS.
"System.InvalidOperationException: VM scale set does not exist for service."
If its still the case we need to delete and recreate - are there any side effects of simply re-deploying another classic CMG with the same service name?
This could get us out of trouble and we could then deploy a scale set in parallel and migrate to it.