One of my colleagues has posted already a blog article about using OMS for Azure service incidents notification.
-> https://blogs.msdn.microsoft.com/nicole_welch/2017/03/using-oms-to-alert-on-azure-service-outages/
So read this blog post first, before you continuing with mine. Because I am describing how to fine-tune the notifications.
In the blog post of my colleague, she only creates one alert in OMS for Azure service incidents. That is really nice for the beginning, but you will recognize that the messages will have a different activity status. The following activity status are available active, in progress and resolved.
I recommend to create three alerts, for each activity status one. The search queries are the following ones.
Active:
Type=AzureActivity Category=ServiceHealth Active
In progess:
Type=AzureActivity Category=ServiceHealth "In progress"
Resolved:
Type=AzureActivity Category=ServiceHealth Resolved
As you can see, having three different alerts are an advantage to keep track of the different activity status of an Azure service incident.