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!