So, to clarify, I'm aware I could dump the database using tools written for the database that don't know anything about azure.
I know I could do an import / export.
And I know I could just extend the point-in-time recovery retention period for the DB.
But what I want is way simpler than that. I don't need to be able to backup to any arbitrary point in time for the last ten years; I just need the normal point-in-time retention period, and the ability to snapshot specific moments (possibly with downtime for a full backup) and have that specific backup stick around after the normal retention period is up.
In AWS I accomplished this with RDS snapshots. I've done a lot of googling and reading through Azure documentation. This seems like a really basic and fundamental feature. It legitimately surprises me that I haven't found it yet, but I'm giving Microsoft the benefit of the doubt and assuming they've implemented the feature, and I've just (somehow) been unable to find it.
Best Answer
Based on my knowledge, for now, Azure SQL database(Paas) does not support snapshot. There are many ways that you could choose to backup SQL database, please refer to this blog:Different ways to Backup your Windows Azure SQL Database.
But for SQL server on Azure VM(Iaas), Azure VM supports create snapshot. You could do it easily on Azure Portal.
More information about the difference between SQL database and SQL server on Azure VM, please refer to this link.