Streaming to MS Azure is possible via service „RTMP ingest server (Universal)“. The format of the address is rtmp://streamingaddress/streamkey. For unknown reasons, stream key is not visible in web interface and you have to find it in the XML file for setting up FMLE encoder (in Ingest preset). It is under RTMP address in output details. For preview copy preview address and insert it to VLC player (Media -> Open network stream).
During the start of communication between camera and Azure you can see temporally warning regarding port 1935.