Question is what should someone do with this information? I'm 99.9% sure if I fill out Microsoft's "report hacking" form nobody will read it. otoh a compromised MS service seems like a thing I should try to report to someone. Perhaps I'm confused somehow about the evidence and it's running on a throwaway VPS with a unicode character in the DNS zone. Doesn't seem so however.
On the theory that the attacker hasn't actually compromised the MS DNS, I suspect that they've figured out a way to get an auto-generated DNS A record that points to an Azure-hosted VM from which they deliver the payload. They're also somehow able to use a cert with CN: *.web.core.windows.net but should that be valid also for foo.z13.web.code.windows.net? Apparently yes. TIL
I did find this site, with a report of a very similar URL: https://urlquery.net/ . When I submitted mine it ran a check, displayed the same malware screen I had seen, but declared the site to be problem free.
For obvious reasons I don't want to post the URL but you can construct it from this hostname: errorzxx9120x6er in this zone: z13.web.core.windows.net
The zones all the way down to z13 seem to be owned by MS, as is the netblock where the server resides.