I think there is some misunderstanding here.
For the main host " mc-azure" , Agent Mode should be equal to API integration and IP = No IP. This is the first step.
Now, if you want to create piggyback hosts/data (which will be Azure VM’s, resource groups and other resources etc.) from this host “mc-azure” then the host properites of the piggyback should be like this:
IP = No IP
Agent Mode = No API integration + No agent
Piggyback = Use piggyback data from other hosts if present (There is also an option Always…)