I am not sure if you know, but the Azure Cloud Shell now runs PowerShell Core. This means that the old AzureRM PowerShell module is not compatible. Luckily Microsoft has released a new PowerShell module that has been built to harness the power of PowerShell Core and the Cloud Shell, whilst still maintaining compatibility with PowerShell 5.1. This new module is called Az. This new module is already available in the Cloud Shell and also can be installed from the PowerShell Gallery.
Features of the module.
Runs on both PowerShell 5.1 and PowerShell Core.
Is always up to date with the latest Azure tooling.
Already in the Cloud Shell.
Makes commands shorter.
Data plane and management plane cmdlets will use the same Az module.
Comes with cmdlet to enable script compatibility with AzureRM (Enable/Disable-AzureRMAlias).