Does it work with Azure?

it must work. What kind of error do you get?

We have a few custom domains that all resolve to the Azure web app. For instance:

https://correct-site.com/

and

https://extra-url.com/

For some reason, the cached versions of the pages are using https://extra-url.com/link for all the links instead of https://correct-site.com/link. What controls that?

First time I see such issue ?? are you using cdn?

I am not using CDN. I removed all the extra domains from my Azure set up, deleted the cache and recreated. So far so good. Is it possible that the site was first browsed using the alternate URL, so the caching plugin generated the cached files using that URL?

I have no idea.