Applying NSG to Three Tier Application

Hello,

I have a cloud only vnet having 3 subnets in it i.e. WebSubnet, AppSubnet and DBSubnet. The front end and the app layer are load balanced using a load balancer. 

I now want to apply NSG rules to this setup so that the the app layer is accessible only throug the web layer and the db layer is accessible only to the app layer, and the app layer and db layer is not accessable via the internet. 

I have written a PS script to do this, but after the NSG is applied to the subnets I get an error while accessing the application and i am not able to communicate with the db.

I can ping the sql server vm from appserver vm and can access the default IIS website on the app servers from the web server vms using the internal load balancer ip. 

Am i missing any configuration for the WCF application(app layer) or the web application web.config files?

Any pointers are appreciated.

Thanks

Astrid