On the Azure, it is configured the FQDN like the "***.azurewebsites.net", and the IP address that is linked to the FQDN by the DHCP automatically.
The questions are :
CA Privileged Access Manager r3.2.0
If the name resolution is solved from the client to PAM server, it should be working fine. Regarding the clustering configuration on the Azure, please see the below DocOps.