The biggest problems: things don't work, things don't compose, and support is unknowledgeable & ineffective.
Things don't work: outages, bugs. So many I'm not sure where to start: ACR: slow as molasses. I don't know why they didn't build it on blobstore. Many queries are clearly O(images) even when they shouldn't be. Throughput it terrible and made worse by inane pagination; listing images, for example, has a throughput of something like 60kbps. And "b", as in bits. Minutes for 3MB of data. It's absurd; they think that's "working as expected". AKS: they manage the API server in AKS, and we find it is routinely non-responsive. We went through a quarter-long support ticket, which went back and forth between "you're putting too much load on the API server" -> "we don't think we are, what load is there?" "here's the top queries" and they're all queries from like, the cluster controllers — which are also managed by AKS/Azure. -> "well there's too much load!". App Gateway: normally stable, but had an outage when Let's Encrypts old root expired. (We were using a cross signed cert — i.e., our cert was valid, but App Gateway failed it, i.e., a false negative validation.) They never acknowledged the outage, and the support ticket we filed didn't get a response until like days later — missing support's SLA — meanwhile, some engineer somewhere clearly fixed the service, as it started working all on its own. ACR: we used to get 500s. IDK if these still happen or not, as we retry-looped most of the spots that were hitting them. Support response was ridiculous "what's your ISP?" "… this is inside your network, Azure, and my ISP wouldn't cause you to serve a 500." "Maybe the image is too big" "The image is ~100 KiB" … global AAD outages, the status page going down while the twitter account is like "check the status page", the Portal has issues (a few days ago listing subscriptions just returned 0 rows. Like, okay, I guess I'm not looking at those today), the activity log will occasionally just return errors, or today, it returned 0 entries where I knew there to be entries.
Composability: a cloud provider's job is to offer bricks from which I can build whatever infra my company's needs demand. But Azure constantly says "well, no, you can't put those bricks together that way." IPv6 anywhere in your vnet? You can't add a managed PostgreSQL server to that vnet, cause not only does it not support IPv6, you can't add it to an IPv4-only subnet in a dual-stack vnet. Like, the entire point of dual-stack…; also, when we attempted this, the API request took 2 hours to fail, and failed with "Internal error, please retry", which we then did, like chumps. 4 hours later, support ticket. AKS will add new features (that ought to have been there from day 1) like nodepools … but only to newly created cluster. You want to take advantage of that? Too bad! Recreate that cluster from scratch!
Support: Azure has no meaningful tooling for handling bugs in their services. The only hammer they have is support, and by god it's going to hit that nail. Support might (if you can get them to admit that yes, shit's broken) field a bug report, but then the support ticket is closed. Is the bug fixed? How will you know? IDK. Also, AFAICT, certain products you just can't open a support ticket for; notably, the portal. It isn't an "Azure service", so it isn't in the list of things to select from. Also, they override the mouse wheel on the list of services, so scrolling ~1 "detent" on a trackpad results in the list scrolling at Mach 4. Support tickets lack URLs, so they're unlinkable. Occasionally whatever the agents use to view info on tickets gets desynced from the ticket, and new replies in the portal are black-holed (but email replies still work). You can't put ">" in a support ticket, it's not allowed. You can't upload certain file formats, it's not allowed. (E.g., want to send video of a bug? Not today!) SLAs are regularly missed, and the responses often ask for information included in the opening ticket. And … the agent's grasp on English is frankly terrible. (I'd accuse them of out-sourcing it, but we once had an agent on a ticket go dark on us … because he was in Texas when Texas losts its power.)
Honorable mention: My God, AAD is trying to be as complex as can be. Apps, Service Principals (which are needlessly and confusingly just called "Enterprise Apps" in the UI! — oh and the search box for that page doesn't work), Roles, Permissions, Role Assignments, Tenant, Subscriptions … oh my God. Like, AWS IAM is frankly a terrible implementation, but Azure AAD makes AWS IAM look amazing.
My entire 2+ year experience with Azure has made me an ardent believer in AWS, and willing to try GCP.
I need to write this all in a blog post.