It should not be an issue for your Azure based SolarWinds instance to manage your Azure based DNS. The HA just needs a credential so in the event it can update DNS to point to your second server.
If you are moving to Azure, then you will need to size your DB needs. There is a DTU Calculation utility that you need to run on your current DB to scope DB needs in what Azure offers.
Give me a heads up if you need some help with the DTU Calculator. You can search for 'Azure SQL Database DTU Calculator' to find the utility.
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Thanks Charles for your response. I have one query regrading HA setup in Azure. I have read from documents that in cloud VIP cannot be used and need to go with virtual hostname. Generally virtual hostname is used in multi-subnet configurations. So do we need to keep the primary and HA polling engines in different subnet or can be in the same subnet and use virtual hostname?
The placement of your Servers and HA Servers will determine use of ether VIP or DNS update/cname.
Cross sub nets you can not use a VIP, unless you have an OTV Network that the VIP can reside in and is properly routed
So most cross domain/network setups will use the DNS update; and adjusting the IP Address on the virtual hostname or cname would be the way to do that.
If you have all servers within the same sub network then using a VIP is recommended.
Last setup I actually ran through we used the DNS method with 2 DC's. Primary Engine was in First DC, Additional APE was in 2nd DC. then the HA Servers, Primary was in DC2, and APE was in DC1.. so if failover happened both servers would be running in the same location. This setup was specifically scoped for loss of Data Center connectivity. If you have any other details you need to consider let me know. I do have some time available if you want to chat. Just send me your work email and i can send a meeting link.