The easiest answer is to listen to Satya Nadella, CEO of Microsoft. He pronounces is similiar to how you would pronounce “pressure”.
But how come there are so many other ways of pronouncing it? Well the word “azure” has many different pronounciations. If you look at Wiktionary, there are a different pronounciation for the general word in American. Since it derives from French, you can listen to the french pronounciation.
But never the less, the word Azure might be pronounced differently depending on language, dialect and more. But Microsoft Azure is pronounced one way (if you believe the CEO to be right about this).