ON Azure ( duplicate ? ) - User: Paolino Paperino, account: paolino.paperino@Company portal .onmicrosoft.com, mail: paolino.paperino@Company portal .onmicrosoft.com
that last one is not necessarily a duplicate. Did someone create that account? Is it licensed with a mailbox? Sounds like it.
Only you can know that, but if its not necessary, then remove the license and delete it. You have 30 days to recover it if it turns out to be a mistake. If its mastered in Azure, you can delete it there.
Here is the logic for how email addresses are constructed in Azure. No need to try to "combine" those two accounts or create an alias. Azure will take care of that.
https://video2.skills-academy.com/en-us/troubleshoot/azure/active-directory/proxyaddresses-attribute-populate
For the last question, yes, enter the proxy addresses on-prem and they will sync to Azure as long as they do not already exist. You can use the Exchange mgmt tools to add those or in AD. I prefer the Exchange tools ( EAC, Exchange Powershell)