@jdaviescoates ok, good
@austinsonger Is the server also hosted in Azure? PTR records are not part of your DNS zone. They should instead be set from wherever your server is hosted (i.e whoever owns the IP address of the server) It seem Azure does not have a UI to set PTR records but you have to use the CLI - https://docs.microsoft.com/en-us/azure/dns/dns-reverse-dns-for-azure-services . What you are trying to do is https://docs.microsoft.com/en-us/azure/dns/dns-reverse-dns-hosting I think, this is not what we want. Quite confusing from Azure.
Tagging @derek since he knows Azure stuff.
@YurkshireLad you should rectify your PTR your email will have a better change of being receive.