My question is not new, as this link shows: How do I map a wildcard domain to an instance of a Windows Azure website?
But now that Micosoft implemented this feature last week according to: http://bit.ly/1qYPJ1R and http://bit.ly/1eMsXVc I think it's time to reconsider the issue. Although this is now noted as a feature on Azure websites, I am having trouble implementing dynamic / wildcard subdomains for the client.
My client purchased their domain on GoDaddy. The goal is to have all the wildcard subdomains on our Azure website and have a subdomain used to route the user to the appropriate page. I was able to do this flawlessly with Azure Cloud Services, but I ran into the problem of setting up wildcard domains for websites for the same purpose, although I followed all the instructions that the Azure management portal provides.
That's what I'm doing:
I installed my Azure site in a basic plan (jointly and the standard should work).
I set an A record for *to go to the Azure WebSite IP address, which appears at the bottom of the Manage User Domains window. (see image below)
I set CNAME for awverify.*.mydomain.comto point to awverify.myazurewebsitedomain.azurewebsites.netas indicated in the portal (see image below)

I patiently waited for distribution and tested that all dynamic subdomains get to the Azure IP address using http://digwebinterface.com/ .
I tested the use of random subdomains and verified that my A record hit the Azure IP address, as it was going to a 404 public page, which indicated that the domain name was not configured by the site owner:

But my site cannot check *.mydomain.com, as seen in the following screenshot. It repeats the very instructions that I already used in GoDaddy:
GoDaddy? , , , , , , ? , Azure, , Microsoft. awverify CNAME * A Microsoft clear Stack Overflow.
, Azure, . - ? - - ? , -, Microsoft, , , , -
!