When you need to root user on Azure Cloud Linux, you should follow this steps:
Connect via SSH on any terminal. I preparing putty for this. login with your user created on Azure.
1 – sudo su –
type your azureuser account password.
2 – [azureuser@Linux ~]# grep root /etc/shadow
You will get this message : root:*LOCK*:14600::::::
3 – [root@Linux ~]# passwd
and type your password
Thats all it. You can connect via root user.
Have a great day.