Is it that much cheaper for you to build a new region on Azure versus getting setup on AWS?
If you rely on Kubernetes for orchestration and have minimal cloud API dependency, it may be worth that evaluating this option.
Also, do you have a TAM associated with your account? Are you just going through regular support channels? Can they deliver different instance types (not sure what the Azure parallel is), can they deliver short term capacity, etc?
I would try to push Microsoft more here. It's not like they've stopped on-boarding new customers into that region right? What happens if you create a new account in that region?