Box 2: One NSG

The minimum requirement is one NSG. You could attach the NSG to VMScaleSet1 and restrict outbound traffic, or you could attach the NSG to VMScaleSet2 and restrict inbound traffic. Either way you would need two custom NSG rules.

Box 1: Two custom rules

With the NSG attached to VMScaleSet2, you would need to create a custom rule blocking all traffic from VMScaleSet1. Then you would need to create another custom rule with a higher priority than the first rule that allows traffic on port 443.

The default rules in the NSG will allow all other traffic to VMScaleSet2.