Hi @Philipp ,
Thanks for sharing the details. This will help other community members.
Resolution from OP ( @Philipp ) Posting as Answer, to help other find this resolution.
Update: I got confirmation from Microsoft Support that Azure OpenAI is a Preview and therefore the exclusion clause in the Microsoft Products and Services Data Protection Addendum applies. This means that Azure OpenAI cannot be used with any personal data (GDPR) as the necessary compliance requirements for DPAs are not fulfilled.
Please "Accept the answer" to help others in the community.
Thanks
Saurabh