Even from a host inside of azure directly querying something that should be authoritative I have a cname that is appearing and disappearing on a regular basis:
azureuser@crtftp:~$ host -t CNAME vsftpd.DOMAINHERE.com ns1-05.azure-dns.com
Using domain server:
Name: ns1-05.azure-dns.com
Address: 40.90.4.5#53
Aliases:
vsftpd.DOMAINHERE.com is an alias for THING.cloudapp.net.
<less than 2 seconds later>
azureuser@crtftp:~$ host -t CNAME vsftpd.DOMAINHERE.com ns1-05.azure-dns.com
Using domain server:
Name: ns1-05.azure-dns.com
Address: 40.90.4.5#53
Aliases:
Host vsftpd.DOMAINHERE.com not found: 3(NXDOMAIN)