Setup custom time zone for azure elastic pool database

Basically, don't. It's UTC for a reason, so that it doesn't matter when and where a time is recorded it's the same time. If I record a time in Azure from the UK, it should be the same time as if an Australian input is recorded, or an Indian, or an American - if you switch to "local time" then you lose that and the four simultaneous inputs above get recorded as wildly different values, even different days! That complicates your DB considerably - because each date/time value needs to be recorded along with the local code that it was stored with - including a summer time / daylight saving indicator - or it's "useless information". And then even the simple act of comparing two input timestamps becomes a total PITA!

Store date / time values in UTC, and convert to and from local in your presentation software - it's the only part of your code that should have any idea what the user local time zone is, or where the user is!