Azure DNS is a Microsoft service for hosting DNS domains on Azure infrastructure. According to Microsoft, queries are answered by a global network of name servers using anycast routing. Azure DNS supports both public zones and private zones for virtual networks, and sits alongside related services such as Azure DNS Private Resolver for hybrid environments and Traffic Manager for DNS-based traffic distribution.
Microsoft Corporation is a US company and falls under US jurisdiction, including the CLOUD Act. Microsoft does describe an EU Data Boundary for Azure services, under which customer data and pseudonymised personal data are processed in datacenters in the EU and EFTA, with limited exceptions, and it publishes a Data Protection Addendum. Because DNS data determines how your domains and services can be reached, the choice of provider is also a question of dependence. The service is proprietary and not open source.