I find the documentation on Azure Availability Zones a bit lacking on details about high availability, so I hope someone here knows these details about some undocumented behaviour.
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What happens when a Virtual Machine (or any other zonal resource, like disks) is provisioned on Azure, but no availability option is selected, Availability Zone in this case. In which Zone does it reside, if there are three zones. On AWS all VMs go in some zone, random if nothing else. But what's on Azure? Also random, a fourth one? None? A separate datacenter not included in a zone? Are there Azure datacenters within a region which do not belong to any zone?
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How come we can have (data) disks in different availability zones than the VM that we're attaching them to? Shouldn't that introduce performance degradation, with the disks being potentially further away? AFAIK, that's not even possible on AWS, an EBS must be in the same Zone as the EC2 instance, and subnets do not span different Zones, for example.
Best Answer
While I have yet to find official Microsoft documentation on this topic, there is some information buried in documentation issue discussion.
For example, on Issue 39091, a Microsoft rep has stated:
I believe that Zonal resources placed without a zone specified are allocated according to internal private logic, and upon de-allocation and re-allocation, can be moved or placed as that "allocator" desires.
To answer your second question, it isn't possible for a data disk to be placed in a different zone than it's VM. If a VM exists in Zone 1, and you create a data disk in Zone 2, you cannot attach that data disk. I can only assume (finding no direct confirmation) that when you create a VM and disk together, the "allocator" will always place them in the same zone.