Hi Sam
Did you follow instructions here for deploying to Azure? (references the db abstraction plugin) :
http://azurephp.interoperabilitybridges.com/articles/how-to-deploy-wordpress-using-the-windows-azure-sdk-for-php-wordpress-scaffold
Here’s a blogpost from someone who has deployed:
http://wp.me/philC-om
Hope that helps. If not send me a tweet @gracefr.