Connect to office365 and Azure in one window.
Function ConnectTo365 {
$credential = Get-Credential
Connect-MsolService -Credential $credential
$exchangeSession = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri "https://outlook.office365.com/powershell-liveid/" -Credential $credential -Authentication "Basic" -AllowRedirection
Import-PSSession $exchangeSession -DisableNameChecking
}