You can not configure a sub-interface on the MX84 WAN interface. You can configure a WAN interface to use a specific VLAN tag - but this is not the same as having a sub-interface.
Lets say you sub interfaces have VLAN tags 10 (Internet) and 20 (Azure). You could configure a LAN port as a trunk (allowing only VLAN10 and VLAN20), and connect the provider circuit to that. Then configure a LAN port to be an access port in VLAN 10 and connect that LAN port to your WAN port. Then configure another LAN port to be an access port in VLAN20 and plumb that though to whatever you want to handle the Azure traffic.