The dataDisks configuration from the MachineSet CRD is silently ignored as it's not passed through to the StorageProfile struct when creating the VirtualMachine. The ask here is for the Azure Machine API Provider to handle the dataDisks configuration on Azure stack in the same way it does on normal Azure.

 Excerpt from machineset providerSpec:

      providerSpec:
        value:
          apiVersion: machine.openshift.io/v1beta1
          credentialsSecret:
            name: azure-cloud-credentials
            namespace: openshift-machine-api
          dataDisks:
            - deletionPolicy: Delete
              diskSizeGB: 200
              managedDisk:
                storageAccountType: ""
              nameSuffix: data

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Customer has opened the following PR to start the process of getting this supported in the machine api provider - https://github.com/openshift/machine-api-provider-azure/pull/149