That would work. I had some friends who figured out a way to use their free Azure time (I was working for MS China at the time) to create their own VPN, but I don't think that lasted very long.
I happened to use free Azure credit from the MSDN subscription as well. The VMs in East Asia (Hong Kong) region are working great for me for years, and the traffic is fast both in and outside China without blacklists and whitelists.
That being said, it also depends on the protocols and the network:
- OpenVPN would get blocked immediately.
- AnyConnect gets interrupted regularly but is usable.
- IKEv2 and Wireguard are what works for me now.
- My major network is China Unicom and it works great.
- But when I switch China Mobile I get interruptions sometimes.
