Dynamics CRM execution context can be sent to Azure Service Bus by using a registered plugin step using the plugin registration tool. However there can be issues when triggering events from Dynamics CRM entity and sending the context to the Azure service bus topic.
Issues raised when trying to send any context to Azure are shown in System Jobs (Settings>System Jobs).
The records which have issues are waiting under the System Jobs and if you open up any such record you will see the actual issues raised from the CRM as follows.