Basic steps for using MS Azure IoT Hub

We are going to use the solution in Managed Mode for our OTA updates of a medical device fleet all over the world.

Due to on-site clinical center’s IT security restrictions (no outgoing communication allowed) using Mender Enterprise is unfortunately not an option
and we are forced to apply the Mender Production Server “on-premises” at each location on our own responsibility.
We are also required to install the Mender Production Server on Windows Server operating systems.

Until now, we therefore planned to install the Mender Production Server in a Ubuntu guest VM (because Mender Server is provided for Linux, also with Docker) on the Windows hosts. But it appears, that installations will be very difficult and hard to maintain due to diversity of operating systems environment on site.

Now, that we saw this site

there is the idea to move the Mender Production Server to on-site MS Azure IoT Hubs to overcome the hurdles mentioned above.

We are newbies to MS Azure IoT without any experience in that field:
Can anybody give us advice, which substantial technical steps to take for transforming our project to the usage of MS Azure IoT Hub ?
Will it be possible to keep the mender daemon on the device (in Managed Mode) for interaction with an MS Azure IoT Hub ?

After immersing a little bit deeper, it seems to me, that for usage of MS Azure Hub the Mender Server will be required additionally in parallel. Is that correct ?