Hi Daniel,
Do you only have the exported OVA's, or do you have the vSphere environment and the running VMs too? Most of the migration tools convert the VM from ESXi/vCenter and not the OVA on a file system.
If you do only have the OVA, you could use something like 7zip or WinRar to extract the VMDK(s), and then use a tool like https://cloudbase.it/qemu-img-windows/ to convert it to a VHD/x, or StarWind V2V Converter You'd then create the AzSHCI VM, and attach the VHD/x files.
Hope that helps!
Matt