CREATE TABLE dbo.TEST
(
   ID INT IDENTITY(1, 1) NOT NULL
   CONSTRAINT PK_TEST_ID PRIMARY KEY CLUSTERED ( [ID] ASC )WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON)
)

CREATE PROCEDURE test_create @ID INT OUTPUT
AS
  BEGIN
      -- SET NOCOUNT ON added to prevent extra result sets from
      -- interfering with SELECT statements.
      SET NOCOUNT ON;

      INSERT INTO TEST
      DEFAULT VALUES

      SELECT @ID = SCOPE_IDENTITY()
  END

DECLARE @ID INT

EXEC AZURE01.TestDB.dbo.test_create @ID OUTPUT
SELECT @ID

INSERT INTO AZURE01.TestDB.dbo.TEST DEFAULT VALUES
SELECT @ID = SCOPE_IDENTITY();
SELECT @ID

INSERT INTO AZURE01.TestDB.dbo.TEST DEFAULT VALUES
SELECT @ID = @@IDENTITY
SELECT @ID

SELECT * FROM OPENQUERY(AZURE01, 'INSERT INTO TestDB.dbo.TEST DEFAULT VALUES; SELECT SCOPE_IDENTITY() AS ID');

DECLARE @ScopeIdentity TABLE (ID int);
INSERT INTO @ScopeIdentity
EXEC AZURE01.master..sp_executesql N'
  INSERT TestDB.dbo.TEST DEFAULT VALUES;
  SELECT SCOPE_IDENTITY()';
SELECT * FROM @ScopeIdentity;

INSERT AZURE01.TestDB.dbo.TEST
OUTPUT inserted.ID
INTO @ScopeIdentity
DEFAULT VALUES
SELECT * FROM @ScopeIdentity