You can use Microsoft Azure services to restore NSX Manager and CSM appliances that are deployed natively in Microsoft Azure.
Recovery Option for NSX Manager by Redeploying the NSX Manager image
NSX Manager appliance is deployed as a cluster of three NSX Manager nodes or NSX Manager VMs in your Microsoft Azure resource group. If you lose one of the NSX Manager nodes, you can simply redeploy that NSX Manager node using the image file available in your resource group. This option does not apply to recovering a lost CSM appliance because CSM is not deployed in a cluster and if lost, it cannot be recovered by redeploying because there are no other nodes replicating the data. See Redeploying NSX Manager from nsx_mgr_image in Microsoft Azure.
Recovery Options for NSX Manager and CSM Using the Microsoft Azure Recovery Vault Service
The Terraform scripts create a Microsoft Azure Recovery Vault service for backing up NSX Manager and CSM. The vault policy is named <deployment_prefix>nsx-vault and the default backup schedule is set to: daily recurring at 11 p.m. UTC. The backup policy triggers scheduled backup of all three NSX Manager nodes and also of the CSM appliance. You can edit the backup policy to suit your requirements.
See Restore CSM from Microsoft Azure Recovery Services Vault and Restore NSX Manager from Microsoft Azure Recovery Services Vault for details on recovery options.