You could always use an open source gateway like Tyk (https://tyk.io) or API Umbrella (full disclosure: I run Tyk.io, and this news is... disheartening).
Is Tyk HIPAA compliant? I'd definitely like to use something like Tyk, but I manage an API that transmits health data, so lots of tools have turned out to be off-limits because of HIPAA issues.
However, we'd probably need to do an audit. Worth a check though.
Otherwise let AWS grow the market, and look for opportunities to serve people who don't want to pay the AWS premium and/or to plug feature holes.
My biggest complaint about MS/Azure is they can't seem to get single signon/off working right... Login to one account for personal email, another for work email, and another still for my personal Azure account... Sometimes gets stuck in a loop, just doesn't work, whatever... I often keep another browser, that I don't mind wiping all cookies on just to get the damned thing to work. Let alone the other day where my payment didn't go through for some reason, and my azure account was locked, as was my live account, that I had to go through a convoluted recovery process that was different because of 2fa, only then to have my email (application password) revoked... grrr.
Despite account issues, I've really liked actually working with Azure.. though I think their node tooling could use some TLC, and better documentation... wound up writing my own wrapper (azure-storage-simple) to have a cleaner interface... also wrote mssql-ng as a friendly abstraction on top of mssql.
We've been considering building something like this ourselves or looking for a good existing solution, but hadn't found anything yet. I'm definitely checking this out.