1. The Microsoft Remote Desktop Mac app is a UI trainwreck – not just wasted space and odd keyboard shortcuts but things like the Azure login process disabling password managers and the one-time auth code via SMS service never arriving.
2. Azure's federated Live.com logins are broken, cycling between the login page and the console hitting you with a “You have logged out elsewhere”
3. In US East, US West, Southeast Asia and East Asia, connections hang (20+ minutes) at “Please wait for the User Profile Service”
I'm really looking forward to trying this service when Azure is more stable and, hopefully, they add older versions of IE.