RE: Azure-hosted website and Dynamics integration
When you host a Wordpress site inside Azure you just use Azure as any other cloud provider (like AWS).
As I said before there isn't oob integration between Wordpress and Dynamics 365 (if you want to show Dynamics 365 data to a website for example there is Microsoft Portals/Power Pages that is provided by Microsoft with a different pricing than a Wordpress site).
What I am writing next apply to all scenarios and not to this specific inquiry.
You have been asked to research something, you did your due diligence (in this specific case you already knew AlexaCRM and you asked a question inside a specific community forum) and you gathered your responses.
After you present the results to the team/who asked in the first place.
Worst scenario: they don't trust you, it can happen. The only thing you can do is to show your due diligence, if they say something like "I heard that...", "someone told me..." then kindly ask to send you the details/source.
Nobody is omniscient, I can miss information, your due diligence can be incomplete, but this doesn't mean others get to think or act based on what they want instead of what is available.