Azure PostgreSQL foreign data wrapper postgres_fdw
Not entirely sure about this, but we were trying to do something like this the other day, and stumbled upon this (somewhat disheartening) quote:
"Currently, outbound connections from Azure Database for PostgreSQL are not supported, except for connections to other Azure Database for PostgreSQL servers."
Source: https://docs.microsoft.com/en-us/azure/postgresql/concepts-extensions#dblink-and-postgres_fdw