Comment 3 for bug 1803335

It does not look different in 4.18.0-1005

$ ls /usr/src/linux-azure-edge-headers-4.18.0-1005
ls: cannot access '/usr/src/linux-azure-edge-headers-4.18.0-1005': No such file or directory

$ ll /usr/src/linux-headers-4.18.0-1005-azure
total 1240
drwxr-xr-x 8 root root 4096 Nov 26 20:06 ./
drwxr-xr-x 10 root root 4096 Nov 26 20:06 ../
-rw-r--r-- 1 root root 136487 Nov 16 06:08 .config
-rw-r--r-- 1 root root 130326 Nov 16 06:08 .config.old
-rw-r--r-- 1 root root 1229 Nov 16 06:08 .missing-syscalls.d
drwxr-xr-x 2 root root 4096 Nov 16 06:08 .tmp_versions/
lrwxrwxrwx 1 root root 48 Nov 16 06:08 Documentation -> ../linux-azure-headers-4.18.0-1005/Documentation/
lrwxrwxrwx 1 root root 41 Nov 16 06:08 Kbuild -> ../linux-azure-headers-4.18.0-1005/Kbuild
lrwxrwxrwx 1 root root 42 Nov 16 06:08 Kconfig -> ../linux-azure-headers-4.18.0-1005/Kconfig
lrwxrwxrwx 1 root root 43 Nov 16 06:08 Makefile -> ../linux-azure-headers-4.18.0-1005/Makefile
-rw-r--r-- 1 root root 953018 Nov 16 06:08 Module.symvers
drwxr-xr-x 3 root root 4096 Nov 26 20:06 arch/
lrwxrwxrwx 1 root root 40 Nov 16 06:08 block -> ../linux-azure-headers-4.18.0-1005/block/
lrwxrwxrwx 1 root root 40 Nov 16 06:08 certs -> ../linux-azure-headers-4.18.0-1005/certs/
lrwxrwxrwx 1 root root 41 Nov 16 06:08 crypto -> ../linux-azure-headers-4.18.0-1005/crypto/
lrwxrwxrwx 1 root root 42 Nov 16 06:08 drivers -> ../linux-azure-headers-4.18.0-1005/drivers/
lrwxrwxrwx 1 root root 43 Nov 16 06:08 firmware -> ../linux-azure-headers-4.18.0-1005/firmware/
lrwxrwxrwx 1 root root 37 Nov 16 06:08 fs -> ../linux-azure-headers-4.18.0-1005/fs/
drwxr-xr-x 4 root root 4096 Nov 26 20:06 include/
lrwxrwxrwx 1 root root 39 Nov 16 06:08 init -> ../linux-azure-headers-4.18.0-1005/init/
lrwxrwxrwx 1 root root 38 Nov 16 06:08 ipc -> ../linux-azure-headers-4.18.0-1005/ipc/
drwxr-xr-x 2 root root 4096 Nov 26 20:06 kernel/
lrwxrwxrwx 1 root root 38 Nov 16 06:08 lib -> ../linux-azure-headers-4.18.0-1005/lib/
lrwxrwxrwx 1 root root 37 Nov 16 06:08 mm -> ../linux-azure-headers-4.18.0-1005/mm/
lrwxrwxrwx 1 root root 38 Nov 16 06:08 net -> ../linux-azure-headers-4.18.0-1005/net/
lrwxrwxrwx 1 root root 42 Nov 16 06:08 samples -> ../linux-azure-headers-4.18.0-1005/samples/
drwxr-xr-x 6 root root 12288 Nov 26 20:06 scripts/
lrwxrwxrwx 1 root root 43 Nov 16 06:08 security -> ../linux-azure-headers-4.18.0-1005/security/
lrwxrwxrwx 1 root root 40 Nov 16 06:08 sound -> ../linux-azure-headers-4.18.0-1005/sound/
lrwxrwxrwx 1 root root 38 Nov 16 06:08 spl -> ../linux-azure-headers-4.18.0-1005/spl/
drwxr-xr-x 3 root root 4096 Nov 26 20:06 tools/
lrwxrwxrwx 1 root root 41 Nov 16 06:08 ubuntu -> ../linux-azure-headers-4.18.0-1005/ubuntu/
lrwxrwxrwx 1 root root 38 Nov 16 06:08 usr -> ../linux-azure-headers-4.18.0-1005/usr/
lrwxrwxrwx 1 root root 39 Nov 16 06:08 virt -> ../linux-azure-headers-4.18.0-1005/virt/
lrwxrwxrwx 1 root root 38 Nov 16 06:08 zfs -> ../linux-azure-headers-4.18.0-1005/zfs/

$ uname -r
4.18.0-1005-azure

$ dpkg -l | grep header
ii libpcap0.8-dev:amd64 1.8.1-6ubuntu1 amd64 development library and header files for libpcap0.8
ii libx11-dev:amd64 2:1.6.4-3ubuntu0.1 amd64 X11 client-side library (development headers)
ii libx11-xcb-dev:amd64 2:1.6.4-3ubuntu0.1 amd64 Xlib/XCB interface library (development headers)
ii libxau-dev:amd64 1:1.0.8-1 amd64 X11 authorisation library (development headers)
ii libxdamage-dev:amd64 1:1.1.4-3 amd64 X11 damaged region extension library (development headers)
ii libxdmcp-dev:amd64 1:1.1.2-3 amd64 X11 authorisation library (development headers)
ii libxext-dev:amd64 2:1.3.3-1 amd64 X11 miscellaneous extensions library (development headers)
ii libxfixes-dev:amd64 1:5.0.3-1 amd64 X11 miscellaneous 'fixes' extension library (development headers)
ii libxxf86vm-dev:amd64 1:1.1.4-1 amd64 X11 XFree86 video mode extension library (development headers)
ii linux-azure-headers-4.15.0-1033 4.15.0-1033.34 all Header files related to Linux kernel version 4.15.0
ii linux-azure-headers-4.18.0-1005 4.18.0-1005.5~18.04.1 all Header files related to Linux kernel version 4.18.0
ii linux-headers-4.15.0-1033-azure 4.15.0-1033.34 amd64 Linux kernel headers for version 4.15.0 on 64 bit x86 SMP
ii linux-headers-4.18.0-1005-azure 4.18.0-1005.5~18.04.1 amd64 Linux kernel headers for version 4.18.0 on 64 bit x86 SMP
ii linux-headers-azure 4.15.0.1033.33 amd64 Linux kernel headers for Azure systems.
ii linux-headers-azure-edge 4.18.0.1005.6 amd64 Linux kernel headers for Azure systems.
ii opencl-c-headers 2.2~2018.02.21-gb5c3680-1 all OpenCL (Open Computing Language) C header files
ii x11proto-dev 2018.4-4 all X11 extension protocols and auxiliary headers

That being said, are you looking in the right place?

$ ls /usr/src
linux-azure-headers-4.15.0-1033 linux-azure-headers-4.18.0-1005 linux-headers-4.15.0-1033-azure linux-headers-4.18.0-1005-azure nvidia-390.77