I only had to add a board overlay for my nRF52840 in order to get the gsm_modem sample up and running. Drivers specifically for the Quectell BG 96 and Sara 412 are available in Zephyr.
I actually want to connect to azure on both methods, MQTT and HTTPS post. I will try to use TagoIO as a base and see if it works with Azure configs and let you know if it works.
Thanks for telling me where to find the errors. I was searching for them in the errorno.h.