Besides what’s already been said, internal capacity differs HUGELY based on VM SKU. If you need GPUs or something it’ll be tough. But a lot of the newer v4/v5 general compute SKUs (D/Da/E/Ea/etc) have plenty of capacity in many regions.
If changing regions sounds like a pain, consider gambling on other VM size availability.
(azure employee)
az vm list-skus -l germanynorth -r virtualMachines --all > germanynorth.json
jq '.[] | select( any( .capabilities[]; (.name == "vCPUs" and (.value | tonumber) >= 4 )) and any(.capabilities[]; (.name == "MemoryGB" and ( .value | tonumber ) >= 32) ) )' germanynorth.json
Are you really sure you shouldn't just buy a bunch of machines (500cores/2TiB go for ~60k€), throw them into a colo and then spend that time on actually doing stuff?