Pretty much my same experience with AWS. We had a customer with some infrastructure on Azure that we had to integrate with. The hoops we've gone through are:
1) Wade through poor documentation to find how to do it, follow the docs to a letter. Even find a perfect example of what we are trying to do that another company did.
2) Get vague error messages that basically only say, "You can't do this." What? Why? Alternatives? None of that.
3) Contact support. Tell them we are trying to do X and give the other example.
Get kicked to a team in the Philippines. After a day or two of conversation, don't hear from them for a week.
4) Get told we were placed in the wrong support team. Get kicked to another team in another country.
5) Repeat 3 and 4 but then this time told we are being kicked to the real Azure team in Redmond.
6) Finally make progress. But very little communication, and certainly nothing like what went wrong, what we should have done, etc.
We are waiting for them to take a final step before we can even test our integration. It's been three months since this started.
Had a similar experience when integrating with Microsoft Teams. The integration worked OK for 99% users, but for 1% users we were getting some vague "not supported" errors without explaining anything (what's wrong or how to fix it), sometimes just 500's. Nothing in the documentation about the errors. Filed a ticket, the support guy gave a few suggestions, but it was clear he didn't really understand the documentation himself, I explained why his reading of the documentation was demonstrably wrong and had nothing to do with my problem, he agreed and promised to escalate to the actual dev team. Haven't heard from them since then (it was several months ago). I've had several such interactions with MS which led to nowhere. Meanwhile a competitor (we integrated with, too) used to solve all our problems in 1-3 work days.
1) Wade through poor documentation to find how to do it, follow the docs to a letter. Even find a perfect example of what we are trying to do that another company did. 2) Get vague error messages that basically only say, "You can't do this." What? Why? Alternatives? None of that. 3) Contact support. Tell them we are trying to do X and give the other example. Get kicked to a team in the Philippines. After a day or two of conversation, don't hear from them for a week. 4) Get told we were placed in the wrong support team. Get kicked to another team in another country. 5) Repeat 3 and 4 but then this time told we are being kicked to the real Azure team in Redmond. 6) Finally make progress. But very little communication, and certainly nothing like what went wrong, what we should have done, etc.
We are waiting for them to take a final step before we can even test our integration. It's been three months since this started.