@Max Naluparayil Thank you for posting your query on Microsoft Q&A and for using Azure services.
My understanding is that you are asking if there is a way to know when the differential backup was taken on an Azure SQL DB. Please let me know if my understanding is not correct.
The system DMV will return information about backups of a databases in an Azure SQL Database server. Sys.dm_database_backups
For more details, please see also this blog Azure SQL DB Backup History - View backups of your Azure SQL Database
Please let us know if you have further queries.
Please do not forget to mark as accept answer if the reply was helpful.
Regards,
Oury