Regarding LEM in Azure, AWS and other "clouds":
- It is technically possible
- It is not supported by Solarwinds (hence the lack of documentation)
- Solarwinds Support is best-effort when it comes to cloud deployments: if you've made it go, they'll work with you if you call for support (and have maintenance) but it may be that they reach a point of "Well, if you had this on premise, the next step would be to do X, but since you're in the cloud, we can't do X, so you'll either need to engage [cloud team] to do X or deploy LEM on a supported platform to continue."
If anyone out there has made Azure work and can share how they did it, I'd also be interested in seeing a write-up.