Using Relative URLs with WordPress on Azure – 405 error on login

Solution: 

I tried and tried to get relative URLs to work and ended up using a filter with a replacement. In the template’s functions.php, you can use something similar to:

/*********** URL replacement for relative *****************/
add_filter( 'site_url', 'custom_site_url' );
add_filter( 'home_url', 'custom_site_url' );

function custom_site_url( $url )
{
    if( is_admin() || $_SERVER["HTTP_HOST"] == 'example.com' ) 
        return $url;

    return str_replace('example.com', '', $url); 
}