There is no "Azure Active Directory" when choosing "Create Directory". I was looking at the comparison between that and Active Directory on Microsoft website and they seem to list differences. Providing that, which of the provided directory templates by RSA would be the most appropriate here?
I am on v7.1.1 P09
If you are accessing the Azure data over LDAP I believe the regular AD collector will work. LDAP is a legacy protocol and I doubt there are any compatibility issues.
In current versions of the product you have additional methods of collecting from Azure using the Generic REST collector but this is not available to you in the 7.1.1 version.