Well been a while from my last post. But over the last few days been reading up on Azure CDN and wordpress.
Problems that i found that a number of the guides out there are based on the older style Azure interfaces. But I did use this guide from Microsoft: https://blogs.msdn.microsoft.com/azureossds/2015/04/27/improving-wordpress-performance-use-azure-cdn/
So now this site is using Azure CDN to deliver contents. Not sure I will be of a great use for this site – but nice to learn and test.