Thanks for your question. It depends how Azure service advises to set this up (you usually have to follow their directions), but typically you would point the 'A record' for example.com to your service (Azure), then point the cname for www.example.com to:
You can modify cnames, and mx entries in the Advanced DNS Zone Editor.
Then, you can follow this guide on modifying your MX record, which uses google as an example. This will not be affected by your cname modification.
If you have any further questions, feel free to post them below.
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