Add NS records to the zone. As per https://learn.microsoft.com/en-us/azure/dns/dns-zones-records#ns-records
The NS record set at the zone apex (name '@') gets created automatically with each DNS zone and gets deleted automatically when the zone gets deleted. It can't be deleted separately.
This record set contains the names of the Azure DNS name servers assigned to the zone. You can add more name servers to this NS record set, to support cohosting domains with more than one DNS provider. You can also modify the TTL and metadata for this record set. However, removing or modifying the prepopulated Azure DNS name servers isn't allowed.
This restriction only applies to the NS record set at the zone apex. Other NS record sets in your zone (as used to delegate child zones) can be created, modified, and deleted without constraint.
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hth
Marcin