the azure text to speech is online only. if you want local text to speech, then you use the native platform support via Unity plugins.
iOS:
https://docs.unity3d.com/6000.1/Documentation/Manual/PluginsForIOS.html
https://developer.apple.com/documentation/avfoundation/speech-synthesis
android:
https://docs.unity3d.com/6000.1/Documentation/Manual/PluginsForAndroid.html
https://developer.android.com/reference/android/speech/tts/TextToSpeech