In a standard Kentico web farm setup, Automatic mode is preferred so Kentico can dynamically manage the instances. Manual mode can lead to sync tasks getting "stuck" if the server names or IP addresses change in the background.
disabling web farm synchronization for search indexes is not a solution. If you disable sync but continue to use a shared folder, the locks will still happen because both apps are still fighting over the same physical file.
Check the Azure Portal (under Configuration > Path Mappings) or the web.config to see if CMS_Search_CustomIndexPath is pointing to a shared drive.
Smart search indexes would ideally stay on the file system, not in shared storage.
Media files are "read-heavy" and static; search indexes are "write-heavy" database-like files. You cannot treat them the same way in a cloud environment.