There are several Azerty layouts. Some don’t allow you to type uppercase accented letters easily, some do. I’ve switched to Linux about fifteen years ago and never had an issue typing these characters with the default layout. It used to be more complicated on Windows, I don’t know if that’s still the case. I should give it a try the next time I get the occasion to type on a Windows computer.
I currently use the fr-oss Azerty layout, which is probably not perfect but has many advantages. I love being able to type thin spaces and non breaking spaces easily. The diagram doesn’t explain it, but combining the é/2 key with the Capslock key will give you an É — whereas combining it with the Maj key will give you a 2. That’s the mechanism Gueoris is alluding to here.
I still don’t get why it’s easier to type a semi-colon than a full stop, though. I love semi-colons, but even I don’t use them that much.
As a musician, I love the fact that there’s a “♪” key, even though I would probably never use it.