OpenShift installation on Azure into government region is failing with error : "The resource does not support availability zones at location"

Issue

• The installation of RHOCP 4 on Azure into government region is failing.

• The installation logs throws the following error:

level=error msg="failed to fetch Cluster: failed to generate asset \"Cluster\": failure applying terraform for \"cluster\" stage: failed to create cluster: failed to apply Terraform: exit status 1\n\nError: creating Linux Virtual Machine: (Name \"cluster-master-2\" / Resource Group \"example-xxx-xxxxx-xxxxxx\"): compute.VirtualMachinesClient#CreateOrUpdate: Failure sending request: StatusCode=400 -- Original Error: Code=\"LocationNotSupportAvailabilityZones\" Message=\"The resource 'xxxxxx-xxxxx' does not support availability zones at location 'xxxxx".\"\n