In 8.6 version of vROPS, the Azure management is supported OOTB through a native management pack. Deprecation of EPOPS will not affect it.
This is the list of services supported on Azure : https://docs.vmware.com/en/vRealize-Operations/8.6/com.vmware.vcom.core.doc/GUID-24AAEDF9-BD55-47B8-...
Here are the steps to configure it: https://docs.vmware.com/en/vRealize-Operations/8.6/com.vmware.vcom.core.doc/GUID-89CC6DF2-6728-4472-...