@Ameen Ahmed , Thank you for the query. The OpenAI models are available in regions. You need to refer to the Availability from the below links.
GPT-3 Models
https://learn.microsoft.com/en-us/azure/cognitive-services/openai/concepts/models#gpt-3-models-1
GPT-4 Models
https://learn.microsoft.com/en-us/azure/cognitive-services/openai/concepts/models#gpt-4-models-1
Based on the table, the Davinci model is available only in certain regions. Kindly make sure you are using the specified region.
The Fine-Tuning of the Models available in a region based on the capacity availability. I recommend you to read the following threads, where users reported fine tuning issues.
https://learn.microsoft.com/en-us/answers/questions/1186925/unable-to-fine-tune-openai-model
https://learn.microsoft.com/en-us/answers/questions/1287646/azure-openai-fine-tuning-region
Hope this helps