If you are using Cloudbreak to deploy HDP to Azure, anything you deploy on premise can be identically deployed to Azure (also AWS, Google, OpenStack). This is the IaaS model where only the infrastructure is virtualized in the cloud, not what is deployed there. (The PaaS model additionally abstracts deployed components as virtualized components and thus is not identical to on premise deployments. HDInsight on Azure is PaaS).
If you are using Cloudbreak to deploy HDP to Azure, anything you deploy on premise can be identically deployed to Azure (also AWS, Google, OpenStack). This is the IaaS model where only the infrastructure is virtualized in the cloud, not what is deployed there. (The PaaS model additionally abstracts deployed components as virtualized components and thus is not identical to on premise deployments. HDInsight on Azure is PaaS).