@Pauciloquent , Thanks for posting in Q&A. I am from SCOM support. based as I know we can deploy SCOM server on Azure VM. Here is a link with detailed steps for the reference:
https://blog.johnjoyner.net/scom-2019-fast-track-setup-on-an-azure-vm/
Note: Non-Microsoft link, just for the reference.
Hope it can help.
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