I might be able to shed some light on Azure as we recently went through the pain for this.
We wanted to move our Alumni to Azure AAD. ClearPass does support Azure Logins for users, the issue is that it only suppors the Global Azure Portal. So if you set up Azure Logins, you will be redirected to MS global Azure Login page and it works.
We have our own Azure Tennancy (I think that is the right term) so it wouldn't work for us, as there is no way to redirect to our Azure login page and capture the authorisation sequence and pass it back to Clearpass.
We have asked TAC to pass up the chain so that it becomes a feature request as when more and more people migrate to Azure, this feature will become essential...