Hi @aleqsss this functionality is not supported at the moment but with the support for target_region blocks added in the latest release of the Azure plugin we can add this functionality.
I opened an issue to track this request azure#386. Please feel free to follow this issue and leave any suggestions or clarifying comments there.
I opened a quick PR to add this feature as a draft. I need to test and some documentation. But the changes should be enough satisfy your request. Please feel free to leave any feedback on the change.