DNS Records:

WIP

Azure Custom Domain Setup:

WIP

Page Rules:

usa-industries.net is the canonical URL, not www.usa-industries.net. Since I want to redirect all www to the canonical URL, I need to set up a page rule to do so.
By default, the forwarding URL rule will only take traffic from the home page, and forward it to the canonical URL. For example, www.usa-industries.net will be only forwarded to usa-industries.net. Paths such as www.usa-industries.net/players will not be forwarded to usa-industries.net/players as they are not the homepage since they contain a path.
To fix this, the URL for the page rule should be www.usa-industries.net/*, and the destination URL should be https://usa-industries.net/$1. The $1 is a variable, which will be replaced by whatever is in the original wildcard.

Note: I have no idea if this is how I should handle www and non www URLs, but whatever. Having two DNS entries, one for the www version seems goofy.

See Configuring URL forwarding or redirects with Page Rules: Advanced forwarding options