Ok, So as I was re-reading the documentation I looked at my web farm configuration. I realized that I needed to clone the scheduled tasks as my file system are separate in azure (Only for DEV, for stage and Production, planning on using shared storage)
after configuration and cloning of all tasks that are specified in documentation some tasks, including the Execute local search indexes are not running (only the clone, pointing to the _AutoExternalWeb server)
Is there anything else I'm missing?