I had the same problem with Azure sending the wrong external IP address. The new update to this plugin doesn’t deal with the port number coming from ‘HTTP_X_FORWARDED_FOR’ and therefore tries to get the external IP address from the wrong place. In order to fix this on Azure, I put the lines below in my wp-config.php file. They remove the port number from the end of the IP address Azure serves up in the ‘HTTP_X_FORWARDED_FOR’ before it gets to the Security plugin so that the external IP address function in the plugin is never fired off and pulling the wrong IP address.
$_SERVER['REMOTE_ADDR'] = current(explode(',', current(explode(':', $_SERVER['HTTP_X_FORWARDED_FOR']))));
$_SERVER['HTTP_X_FORWARDED_FOR'] = current(explode(',', current(explode(':', $_SERVER['HTTP_X_FORWARDED_FOR']))));
Before the update to 4.4.12, the plugin removed the port number itself, now it just ignores the port number.
Try throwing those two lines into wp-config.php and it should work nicely with Azure.
