@GenixPRO Here is the document link to assistants(preview) with Azure OpenAI.
Also, Wrt using multiple assistants and threads, there is an example on the Github repo for multi-agent architecture. I hope this helps address your question on multi-threaded calling while creating assistants and threads. Thanks!!
If this answers your query, do click Accept Answer
and Yes
for was this answer helpful. And, if you have any further query do let us know.