I still have a little problem because I don't use network.service, only NetworkManager.
azure.py[ERROR]: Failed to read /var/lib/dhcp/dhclient.eth0.leases: [Errno 2] No such file or directory: '/var/lib/dhcp/dhclient.eth0.leases'
So I don't have this file, only what NetworkManager makes. Which looks like:
/var/lib/NetworkManager/dhclient-5fb06bd0-0bb0-7ffb-45f1-d6edd65f3e03-eth0.lease
So I should use a "wildcard" or sg. for the random part. But if there is no such option in cloud-init, I'll try to fix it from the NetworkManager's side.