I'm not familiar with Azure agents, but if they can call a REST service I would suggest you build a REST service in your Mendix application to accept this new data. The Azure agent would push the changes and the Mendix application would import this data.
If you enable the createdDate attribute on the entities that are imported by this REST Service, then you can simply have a scheduled event in your Mendix application that looks for any objects that are over 6 months old and deletes them.
Good luck!
Thanks for the quick reply! I will try to solve the problem with a rest service :)