On Azure Console, There is no Provision to check or change AuditActionGroup property.

Perform the following in Azure PowerShell:

To create Audit profile with prescribed ‘ AuditActionGroup ‘.

Set-AzureRmSqlServerAuditingPolicy -ResourceGroupName <resourceGroup> -ServerName <serverName> -StorageAccountName storageAccountName -AuditActionGroup SUCCESSFUL_DATABASE_AUTHENTICATION_GROUP, FAILED_DATABASE_AUTHENTICATION_GROUP -RetentionInDays <number >= 90>

References:

1. https://docs.microsoft.com/en-us/sql/relational-databases/security/auditing/sql-server-audit-action-groups-and-actions?view=sql-server-2017#database-level-audit-action-groups
2. https://docs.microsoft.com/en-us/powershell/module/azurerm.sql/set-azurermsqlserverauditingpolicy?view=azurermps-6.5.0