If you choose a third-party vendor to host Microsoft SQL Server, Sitecore Support will still assist you with any Sitecore product issues that are not unique to that third-party vendor, that is to say, a Sitecore product issue that can also be replicated in a standalone SQL Server instance. Occasionally Sitecore Support might ask you to replicate an issue outside of the third-party to validate an issue, although they will try to avoid this.
While Sitecore does support the use of third-party hosting vendors, Sitecore cannot at this time provide guidance on these vendors. Instead, we recommend you to consult with your partner or another subject matter expert.