Hey,
Of course, you can configure SQL FCI in Azure. For shared storage you can use either Azure shared disks or Storage Spaces direct. The following article should help:
https://learn.microsoft.com/en-us/azure/azure-sql/virtual-machines/windows/failover-cluster-instance-overview
As an alternative, you can use StarWind VSAN as a shared storage to configure SQL FCI. The following article covers the configuration process: https://www.starwindsoftware.com/resource-library/starwind-virtual-san-installing-and-configuring-sql-server-2019-tp-failover-cluster-instance-on-windows-server-2016/
Cheers,
Alex Bykvoskyi
StarWind Software
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