Does or does not SQL Azure support CLR assemblies?
CLR Functions are not supported in Azure:
Check here:
Azure SQL Database Transact-SQL differences
Under unsupported features it mentions ".NET Framework CLR integration with SQL Server"
I believe there may be some confusion as to whether it does or doesn't support them as they used to in one version, then they removed support.
Here is a link detailing the fact they were supported, but got pulled, apparently due to a security issue:
Breaking News, Literally: SQL CLR Support Removed from Azure SQL DB
Azure SQL support now CLR using Azure SQL managed instance. https://docs.microsoft.com/en-us/azure/sql-database/sql-database-managed-instance-transact-sql-information#clr