Azure Recovery Services Vault offers a lot of control for On-Premise backups. But only "Virtual Machines" for workloads running in Azure.

I'd like the same control as On-Prem for my IAAS servers.
Specific Use Cases :-

1. File server Backups for Files stored in Storage Accounts. (I treat them like file servers)
2. Backup files/directories in VM's. I don't need a copy of the entire VM. I can build a new one with scripts. But I do need the data that is unique.
eg: I could Run a SQL Backup in parallel to the disk on a VM. Then have the file based backup, copy it to safety.
3. Ability to run SQL Backup's direct from the SQL Instance running inside an IAAS VM.

Nice if I could trigger a backup from some event other than a fixed time. Perhaps with a warning if the backup event is not triggered within an appropriate time period.

The requirement being, we'd like to take a SQL Backup once the overnight processing completes. Ideally we'd like to backups to complete prior to start of business. But if the loads are big, & run longer, We take the hit in the morning.