I wish to know the underlying architecture of the open source FHIR implementation in Azure. (Azure API too would be ideal but if this is not possible then that is fine)
Is there an image anywhere detailing this?
It is a bit unclear what exactly you are looking for. I have added a diagram of the layers in the architecture. All the code is available at https://github.com/Microsoft/fhir-server.
If your question is around how data are persisted and search parameter extraction, please see https://github.com/microsoft/fhir-server/blob/master/docs/Search.md
Hope this helps.