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.
Following article and the question\answer thread are helpful on this issue;
When creating a Topic, create the Topic as Custom Create as follows;
Untick “Enable Partitioning” as on the second screen.
Under Configure Topic, Create relevant subscriptions and register a plugin step in Dynamics CRM to send the context to Azure Topic.
Then try to change data in CRM in order to get a message to the Topic.
You can check the action you taken is successful or not using System Jobs in CRM.
If it is successful under System Jobs in CRM, try to view the messages in the Topic using Service Bus Explorer.