Put data in Azure or directly to Anaplan
Anaplan is not a data warehouse nor a dedicated data management software.
That said, there is still a lot you can do with Anaplan. It can handle a respectable amount of data and thanks to the flexibility of the platform, you can build yourself logic to check data quality, consistency, provide graphical checks for users and reporting and visualization.
There is the concept of data hub, that Anaplan recommends to customers when they go for a specific use case such as finance. A Data Hub is an Anaplan model dedicated to integrate the data, house it, check it and export it. So as far as the info you've given us, it can match a lot of your needs.
Of course Anaplan has a secured and well documented API to get data in and out, at any frequency you choose: https://anaplan.docs.apiary.io/#introduction/what-can-i-do-with-the-api?
ps: any data housed in Anaplan can be exposed via the API to be consumed by another system
In conclusion, it is difficult to give you a yes or no for your specific needs but in general, yes Anaplan can be used as you mention, big companies do it, and it is especially worth it if you intened to use Anaplan for planning using cases downstream.3