Can you try setting the redirect elements firstRequestOnly
attribute to false and then try? If this doesn't work the entire 51Degrees.mobi Foundation module which handles redirection and detection is probably not working and this will relate to the migration to Azure. Let us know the outcome.
We don't support Framework on Azure at the moment. We do support Foundation and this blog post
contains more details.
Be aware that like a lot of things with Azure the solution requires a good understanding of the details.
Let us know outcome of above test.