Hi Paul,
Thanks a lot for the hints!
Yes, the Reserved IPs would serve better the scenario that you have described. More details are available here: Reserved IP addresses for Cloud Services & Virtual Machines | Microsoft Azure Blog
According to this blog Microsoft Azure doesn't support deploying a Cloud Service or Virtual Machine associated with a Reserved IP into an ‘Affinity Group based Virtual Network’ at the moment. This means that first we will need to modify the Virtual Network creation process in SAP CAL that is already in our backlog and should be available in a few weeks.
I'll notify you once the Reserved IPs support is out.
Best regards,
Stanimir