First advice: you can speed up query by applying index to columns in where clause, i.e. ABC_Id.
Second advice: indexes slow down deletion and insertion of rows in a table, so if you abused indexes (and defined many on one table), deletion also may be slowed down by these.
Generally, there is no obvious answer: delete ... where can be thought as steps:
You will incur some expenses if you want to run ETLs (packages) from Azure. You can create Integration runtime via Azure Data factory and deploy package to the SSIS catalogue for Azure sql database.
Createing Azure SSIS Integration Runtime
If anyone else has a similar setup with SQL Server 2017 (14.0.1000) and SSIS (14.0) as of the creation of this question/answer SSMS 18.4 will not allow you to connect to SSIS. The only fix I have found is following Jacob's suggestion and downloading SSMS 17.9 which resolved the issue.