Hello @Dominic Surrao
I understand that you need to consume HTTP Server-Sent Events and forwards the messages on to Azure Event Hubs, but still it would be great to have more information: amount of http events/sec, http request size, your budget, time processing requirements.
Based on the requirements(back-end process that consumes HTTP Server-Sent Events, and forwards the messages on to Azure Event Hubs) I would recommend you following solutions:
https://learn.microsoft.com/en-us/azure/architecture/solution-ideas/articles/serverless-event-processing-filtering
You can find architecture that best suits to your business case in Azure Architecture Center
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