My guess is both your Azure and AWS configurations are blocking inbound connections, so AutoVPN can only be established by making an outbound connection. So it neither can accept in inbound connection, then they wont be able to connect to each other, only to s[okes.
For Azure, I would make sure you are using manual NAT traversal (aka port forwarding in the below document), and make sure your inbound rules will allow the traffic.
https://documentation.meraki.com/MX/Site-to-site_VPN/Automatic_NAT_Traversal_for_Auto_VPN_Tunneling_...
If you aren't doing this, it will probably be enough to make it work, but it won't be rock-solid reliable.
To make it rock-solid reliable you need to do exactly the same thing in AWS. You need to assign it an elastic IP and set a similar port forward (can be a different port, makes no difference).