Custom fonts are not currently supported in Azure Maps. Note that standard font files can't be used with the map unless you are using HTML markers for rendering. The reason for this is that font files can't be directly passed to the GPU and need to be converted into glyphs. This is how MapLibre (underlying render engine in Azure Maps) and Mapbox handle fonts in WebGL.
A complete list of fonts available in Azure Maps can be found and tested out in this sample: https://samples.azuremaps.com/?sample=symbol-layer-options
Digging into the map styles I have found two other font's used by Azure Maps, but haven't seen these documented anywhere, so no guarantee they will always be available, they are:
- Roboto-Regular
- Roboto-RegularItalic
I'm not sure which font would work best for Chinese. Note that Azure Maps is not currently supported in China, so there likely hasn't been much Chinese support released in Azure Maps yet.