@jeffn  - I was able to successfully create a cluster using the same Azure documentation, both via the REST API and the Databricks SDK. Hopefully it helps.

from databricks.sdk import WorkspaceClient
from databricks.sdk.service.compute import CreateCluster
w = WorkspaceClient(
    host="<workspace_url>",
    token="<databricks_token>"
)

cluster = w.clusters.create(
    cluster_name="test-cluster-api",
    spark_version="14.3.x-scala2.12",
    node_type_id="Standard_DS3_v2",
    driver_node_type_id="Standard_DS3_v2",
    num_workers=1,
    autotermination_minutes=30,
)