I can't stop fucking laughing.
https://www.varonis.com/blog/malicious-firewall-rules-in-azure-sql
TL;DR: if you have access to modify azure firewall rules, you can craft DELETE requests, and depending on the number of ../ in your request, can delete servers, resource groups, etc.
with thanks to @pjsliney for the heads up.
Also cc @Viss
Go to the cloud they said, it'll be fine they said