For #1, which versions of Ubuntu and BESAgent are you installing? Be sure you are using the Ubuntu agent package, not the generic Debian package, as we provide both.
I won’t be much help on #2, hopefully someone else here is using Azure and maybe able to talk about it.
#3, yes just remove the older instance of the computer. It maybe overkill in a lab, but in a large production environment where tracking decommissioned/upgraded/reset computers may be cumbersome, you could use the “Maintenance” tab of BESAdmin to schedule removing duplicate computers.