install FirstResponderKit in Azure SQL DB?

Question

I've just downloaded the newest version (20190128) of FirstResponderKit from BrentOzar.com, and tried to install it on Azure SQL DB. I'm getting these errors:

Msg 40515, Level 15, State 1, Procedure sp_AllNightLog, Line 16 [Batch Start Line 13]
Reference to database and/or server name in 'master.sys.procedures' is not supported in this version of SQL Server.
Msg 40515, Level 15, State 1, Procedure sp_AllNightLog_Setup, Line 16 [Batch Start Line 1492]
Reference to database and/or server name in 'master.sys.procedures' is not supported in this version of SQL Server.
Msg 40515, Level 15, State 1, Procedure sp_Blitz, Line 16 [Batch Start Line 2801]
Reference to database and/or server name in 'master.sys.all_objects' is not supported in this version of SQL Server.
Msg 40515, Level 15, State 1, Procedure sp_BlitzLock, Line 16 [Batch Start Line 28063]
Reference to database and/or server name in 'msdb.dbo.sysjobs' is not supported in this version of SQL Server.
Msg 40515, Level 15, State 1, Procedure sp_DatabaseRestore, Line 16 [Batch Start Line 35912]
Reference to database and/or server name in 'master.sys.xp_dirtree' is not supported in this version of SQL Server.

It installs nicely on my SQL Server 2008.

Do FirstResponderKit work on Azure?

Edit: Most of it runs, and I've started to change sp_blitz, so that it will run as well. please see my github if you want to test it.

Edit2: I've run it against a new Azure SQL database that I've moved from on-prem. It found two issues for me (caused by Microsoft Data Migration Assistant) about statistics not updated, and many indexes that were disabled. I think that other people will find similar issues, if we could get this version into the main release.

Testers Needed!

Answer 1

From the documentation on GitHub - (highlighting mine)

The First Responder Kit runs on:

• SQL Server 2008, 2008R2, 2012, 2014, 2016, 2017 on Windows - yes, fully supported
• SQL Server 2017 on Linux - yes, fully supported except sp_AllNightLog and sp_DatabaseRestore, which require xp_cmdshell, which Microsoft doesn't provide on Linux
• SQL Server 2000, 2005 - not supported by Microsoft anymore, so we don't either
• Amazon RDS SQL Server - fully supported
• Azure SQL DB - It's a dice roll. Microsoft changes DMV contents in here without warning, so no guarantees