Hey Danclock!
Could you share which step you're running into issues at? That'll help pinpoint the problem faster.
In the meantime here's the Azure OpenAI integration doc:
https://docs.vapi.ai/providers/model/azure-openai
Also worth noting since you're in the EU -- Azure has region-specific endpoints, so make sure the endpoint URL you're using in Vapi matches your Azure region (for example westeurope or swedencentral). Using a US-based endpoint like eastus is one of the most common reasons EU integrations fail.
Let me know what error you're seeing and we'll get it sorted!