@Cumbie, Keith, Thanks for posting in Q&A. To add diagnostic settings to Microsoft Intune, you need to create a new subscription in Azure, As you have mentioned in your question. you have an existing Azure subscription. To double confirm if it can be used. You can sign in the account which has Azure subscription after click "Start here to create a new subscription.". if not working, I think you still need a new subscription for Azure.
Hope it can help.
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