sp_send_db_mail needs to be supported to send mails from stored procedure
spsenddb_mail needs to be supported to send mails from stored procedures created on Azure.
We should have the abilities of spsenddbmail which was available with databases
Thank you for all the feedback folks. Please comment on your scenario below. You can create Azure alerts for metrics and logs along with Azure functions to send emails.
Ronen Ariely (pituach) commented
sp_send_dbmail is not supported in Azure SQL Database (it is supported in Azure Managed Instance and SQL Server on VM), but you can use Azure SendGrid with Logic App for the task.