Hello @First Last ,
Welcome to the MS Q&A forum.
You should be fine while your testing complying with the Microsoft Cloud Unified Penetration Testing Rules of Engagement.
Also, this document ("Penetration testing") explains in details standard tests what you can perform in the Azure.
Hope above answers your questions and concerns.
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Sincerely,
Olga
You are very welcome @First Last ,
Sincerely,
Olga Os