John Sterrett has run into a few issues with Azure Backup for SQL Server VMs:
Having the ability to backup new databases automatically is taken for granted. So much, that I noticed that Azure Backup for SQL Server VM’s will not automatically backup new databases for you. That’s right. Make sure you remember to go in and detect and select your new database every time you add a database or you will not be able to recover.
Azure Backup for SQL Server VM’s has an interesting feature called Autoprotect. This should automatically backup all your databases for you. Unfortunately, this does not work. Yes, I double-checked by enabling autoprotect for a VM and I added a new database. The database didn’t get backed up so I had to manually add the database.
Some of these seems like it’s easy enough to fix, so hopefully the product gets better over time.