Hi EFS •,
Welcome to Microsoft Q&A forum.
As I understand, you want to create a new SQL Server for your Azure SQL Databases.
Open Azure Portal.
Search in Marketplace for "SQL Server", below screen will appear with different options:
Next create this server:
Fill in the details and create server:
Once SQL Server is created, you can add your Azure SQL Databases to it and will be visible in the Settings sections of the SQL Server:
Let us know if this answers your question.
If not, please share more details so that we can assist you.
Thanks.