@Kevin Baker Welcome to Microsoft Q&A Community Platform. I understand that you are prompted with a warning "Backups from this server/client are not covered under the Azure Backup support statement." The reason for these warnings is because Windows Server 2008 R2 OS is at end of support. Which means that many features might not be compatible in the future, and you might have issues with the backups. We recommend upgrading the OS to continue to stay protected. For more information, refer this document.
The 3 years Extended Security for Windows Server 2008 and 2008 R2 began on January 14, 2020. Therefore, it will be supported until January 14th, 2023. Here you can check the FAQ: https://www.microsoft.com/en-us/windows-server/extended-security-updates?rtc=1