Just a touch more digging, and I think I've finally got it:
ryanb@ubnt# show protocols bgp bgp 65501 { neighbor 10.1.255.254 { ebgp-multihop 4 remote-as 65515 soft-reconfiguration { inbound } update-source 10.0.1.1 } parameters { no-fast-external-failover router-id 10.0.1.1 } redistribute { connected { } } timers { holdtime 180 keepalive 60 } }
All routes go to/from Azure and I can route traffic with no problems to any subnet. Thank you so much for your help, I really appreciate it! If you see anything above that you would change, let me know, and I'm going to go ahead and mark this as completed.