Previous command show the full set of commands given by fence_scsi agent to the storage server, for the shared disk used by the cluster. Bellow is the exact same test at Azure environment. I was having issues before and I'm not having them anymore as it seems. I'll have to investigate what the cluster is doing differently than this sequence:

##
## NODE 01 (registration)
##

rafaeldtinoco@clubionic01:~$ sudo fence_scsi --verbose -n 10.250.3.10 -d /dev/sdc -k 123abc -o on
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -i -k -d /dev/sdc
0   PR generation=0x12, there are NO registered reservation keys
No registration for key 123abc on device /dev/sdc
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -o -I -S 123abc -d /dev/sdc
0
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -i -k -d /dev/sdc
0   PR generation=0x13, 1 registered reservation key follows:
    0x123abc
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -i -r -d /dev/sdc
0   PR generation=0x13, there is NO reservation held
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -o -R -T 5 -K 123abc -d /dev/sdc
0
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -i -k -d /dev/sdc
0   PR generation=0x13, 1 registered reservation key follows:
    0x123abc
Success: Powered ON

rafaeldtinoco@clubionic01:~$ sudo sg_persist --in --read-keys --device=/dev/sdc
  Msft      Virtual Disk      1.0
  Peripheral device type: disk
  PR generation=0x13, 1 registered reservation key follows:
    0x123abc
rafaeldtinoco@clubionic01:~$ sudo sg_persist -r /dev/sdc
  Msft      Virtual Disk      1.0
  Peripheral device type: disk
  PR generation=0x13, Reservation follows:
    Key=0x123abc
    scope: LU_SCOPE,  type: Write Exclusive, registrants only

##
## NODE 02 (registration)
##

rafaeldtinoco@clubionic02:~$ sudo fence_scsi --verbose -n 10.250.3.11 -d /dev/sdc -k 321abc -o on
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -i -k -d /dev/sdc
0   PR generation=0x13, 1 registered reservation key follows:
    0x123abc
No registration for key 321abc on device /dev/sdc
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -o -I -S 321abc -d /dev/sdc
0
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -i -k -d /dev/sdc
0   PR generation=0x14, 2 registered reservation keys follow:
    0x123abc
    0x321abc
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -i -r -d /dev/sdc
0   PR generation=0x14, Reservation follows:
    Key=0x123abc
    scope: LU_SCOPE,  type: Write Exclusive, registrants only
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -i -k -d /dev/sdc
0   PR generation=0x14, 2 registered reservation keys follow:
    0x123abc
    0x321abc
Success: Powered ON

rafaeldtinoco@clubionic02:~$ sudo sg_persist --in --read-keys --device=/dev/sdc
  Msft      Virtual Disk      1.0
  Peripheral device type: disk
  PR generation=0x14, 2 registered reservation keys follow:
    0x123abc
    0x321abc

rafaeldtinoco@clubionic02:~$ sudo sg_persist -r /dev/sdc
  Msft      Virtual Disk      1.0
  Peripheral device type: disk
  PR generation=0x14, Reservation follows:
    Key=0x123abc
    scope: LU_SCOPE,  type: Write Exclusive, registrants only

##
## NODE 02 (removing NODE 01 reservation key)
## 

rafaeldtinoco@clubionic02:~$ sudo fence_scsi --verbose -n 10.250.3.10 -d /dev/sdc -k 123abc -o off
Delay 0 second(s) before logging in to the fence device
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -i -k -d /dev/sdc
0   PR generation=0x14, 2 registered reservation keys follow:
    0x123abc
    0x321abc
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -i -k -d /dev/sdc
0   PR generation=0x14, 2 registered reservation keys follow:
    0x123abc
    0x321abc
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -o -A -T 5 -K 321abc -S 123abc -d /dev/sdc
0
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -i -k -d /dev/sdc
0   PR generation=0x15, 1 registered reservation key follows:
    0x321abc
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -i -r -d /dev/sdc
0   PR generation=0x15, Reservation follows:
    Key=0x321abc
    scope: LU_SCOPE,  type: Write Exclusive, registrants only
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_turs /dev/sdc
0
Executing: /usr/bin/sg_persist -n -i -k -d /dev/sdc
0   PR generation=0x15, 1 registered reservation key follows:
    0x321abc
No registration for key 123abc on device /dev/sdc

Success: Powered OFF

=> This was "supposed" not to work (if this bug is right).
I'll re-check.

rafaeldtinoco@clubionic02:~$ sudo sg_persist --in --read-keys --device=/dev/sdc
  Msft      Virtual Disk      1.0
  Peripheral device type: disk
  PR generation=0x15, 1 registered reservation key follows:
    0x321abc

rafaeldtinoco@clubionic02:~$ sudo sg_persist -r /dev/sdc
  Msft      Virtual Disk      1.0
  Peripheral device type: disk
  PR generation=0x15, Reservation follows:
    Key=0x321abc
    scope: LU_SCOPE,  type: Write Exclusive, registrants only