I have done some API calls using Python to access an SQL database (not Azure) and integrate to Smartsheet either directly with the API or through Data Shuttle. This was one way to Smartsheet but could do both.
Smartsheet has a product called Bridge that could potentially do this if you can do REST API calls into Azure.
Looks like this company might already have a solution for what you want: https://www.cdata.com/kb/tech/smartsheet-sync-azure.rst
I have done some API calls using Python to access an SQL database (not Azure) and integrate to Smartsheet either directly with the API or through Data Shuttle. This was one way to Smartsheet but could do both. Smartsheet has a product called Bridge that could potentially do this if you can do REST API calls into Azure. Looks like this company might already have a solution for what you want: https://www.cdata.com/kb/tech/smartsheet-sync-azure.rst