From Halopedia, the Halo wiki
AZURE MOON is something under the oversight of the Office of Naval Intelligence. Following the discovery of an ancient human ship at Site Yankee-002-G3, a report detailing the find noted that further investigation of the ship's fibril cutters was assigned to the team on AZURE MOON.
Given Azure Moon's naming scheme and use for analysis of a large spacecraft, it may be an ONI research space station from the same line as the similarly-named Argent Moon.
- ^ Halo: Warfleet, page 14