> If I could use zfs cheaply on azure via s3

Can't you?

Either with basically:

  zfs send|rclone rcat

Or more directly via s3 tooling?

https://github.com/presslabs/z3

https://github.com/michabbs/rclone-sync-zfs

https://github.com/ACiDGRiM/RcloneZFSBackup