Hi Thomas,
Recently someone else was receiving same error as you, and the solution was to login to WordPress as admin (using *.azurewebsites.net url), navigate to My Sites > Network Admin > Sites, click Add New and create a new site, then modify it to match custom domain URL.
Below is the question for reference:
Please click Accept Answer if the above was helpful. If you are still having an issue, please add a comment below.
Thanks.
-TP