Hi everybody,
i made my first baby steps with HA with an raspberry pi zero w. It works somehow but it is very slow and I am not a very patient person.
SO: I have access to a free Azure budget and would like to use it with HA.
I am happy to get some feedback from you, thanks!
The Pi Zero W is underpowered, it’s written in the knstallation instructions that you need at least a Pi 3, Pi4 would be better.
I’d highly advise against using the system that cobtrols your home inside a cloud service. If Azure is down, you have no control over your home. It’s the opposite of local control.
totally agree here.
totally disagree here 
Would try to make it auto scalable so that there is no downtime. It is even more reliable in my experience. The only issue is of course if the internet-connection is offline - then I might have a small issue.
Indeed
WAF tend to go quite low if you cannot switch on the lights when internet is offline…
Site–to-site 
If want site-to-site, go OpenVPN, assuming your router supports it.
If you do Router → Azure Instance, no DNS issue.
Now, the whole setup assumes you only have network enabled devices and/or a network accessible zigbee/zwave bridge, ofc.
let’s assume I will never have a internet problem.
thx 
will check that. But I have also a NAS or a raspberry available for some VPN Server. Wouldn’t be a big issue I assume.
What would then not work? Some local devices which are not available in the wifi network?
Right now I have none of such devices. Everythings connects via wifi (echo dots, door sensor, light bulbs, …).
Yeah, but that’d make them routers, which might be tedious to configure/maintain.
Speaking of zigbee because that’s was I have: You need what is called a coordinator, which must be local to your devices (zigbee is a kind of wireless network). It cannot be in the cloud, so you’d have to have one in your LAN (a bridge/router) that is adressable from the cloud.
Random one supported by HA: The Ikea one Products - IKEA
You can scale as much as you want, if Azure is down or your internet connection fails, you are out of luck
Good luck with your journey, personally I’d rather get a Pi and save myself all the upcomibg headaches.
Or scale up!
not convinced, that a default pi setup based on microSD will work in the long term.
Use a SSD or an old-fashioned HDD
As Francis said, use it with an SSD.
I ran it on a Pi 3 for 2 years with no downtime (except a few minutes when updating HA), then I switched to a NUC, which runs 4+ years straight with no downtime.
But to each his own, I prefer local.
Just because I can, I run 3 RPi’s from a single SSD with network boot 
I agree what is mentioned by others. Going to the cloud with HA is exactly the opposite of what most of us (and even HA itself) are trying to accomplish
This can be done, as Nabu Casa provide it as a service. The question is, how do we do it ourselves to save the cost 
if I find anything @jrel, I’ll post it here
From the docs about Home Assistant Cloud: “Home Assistant Cloud is a subscription service provided by our partner Nabu Casa, Inc. Check out their website for more information on features, pricing and how to configure Home Assistant.”
Nabu Casa doesn’t run your HA. It provides additional services (that happen to run on AWS, not Azure, IIRC).
You can find ZigBee to Ethernet adaptors
After runing HA on a Raspberry i had some issues with the SD-card, i switch to a Raspbarry with HA on a (USB) S-drive but after some readings and testing i decided to run my HA on a VM on my NAS as i already had this NAS. i’m very happy with the perfomrance and also with the (standar) backup capabilitys of the VM on the Synology NAS.