While Azure AD is technically NOT supported for the VSA, you can set it up using the AuthAnvil plugin.

Here is an article that should send you off in the right direction: https://arweth.com/2019/05/implementing-azuread-sso-for-the-kaseya-vsa/

Please be aware that there is a typo in the instructions in the article that we are referencing. In the upper section about Azure AD configuration, it points to ssologon.aspx for the VSA login URL, but in all of the screenshots, it shows the correct ssologin.aspx (IN vs ON) 

And here is the link for BMS Integration:

https://helpdesk.kaseya.com/hc/en-gb/articles/360009901418-Azure-AD-Integration