I am also having challenges in understanding the architecture of this connector set up. The event hub connector most likely has to be set up on a Windows Server in Azure because it has to create all the event hubs and namespaces etc. What's unclear, is where the Syslog NG smartconenctor needs to be installed. Can it be installed on premises, or does it have to be on a Server in Azure as well? I'm assuming and hoping it's the former, but the documentation is very unclear and confusing. In fairness, it has a lot of detail, but just really needs a review to put it all together in a more coherent and consistent manner.
Also, it would be very helpful to have an idea of the minimum spec that the event hub connector server needs to be. I know it will vary by size of subscription, but some examples from the field would be really great as a starting point! :-)