Please note, that the S3 support in PBS is still experimental/technology preview and thus shouldn't be used as sole backup target. Even in the future I see it more as something like the tape backup: Not the first backup target, but an offsite storage you sync your primary local datastore to.
According to these results Azure is not compatible with S3 and thus can't be used by PBS. There is some third-party compatibility proxy but such an approach feels far to "hacky" that I would be comfortable in trusting my backups with it.