Knowing what’s new across all Azure services is a tough job if not almost impossible, BUT I bumped in a useful page called Azure Updates. It let’s you select a service and lists all major updates in a monthly order. In my opinion not all services are equally well maintained, but it gives you a first pit stop to figure out if there are any news.
…additionally there is another related page Azure roadmap, which gives you an overview what is planned, in preview or in development in Azure. I got the impression this page is more accurate than Azure Updates and also a valuable source which you should bookmark.
I hope these two hints provide you the information you want.