Availability zones can be implemented in all Azure regions is incorrect. Not all Azure regions support availability zones. Only selected Azure regions provide availability zones, which are separated groups of datacenters within a region.
Only virtual machines that run Windows Server can be created in availability zones is incorrect. Availability zones support both Windows and Linux virtual machines, as well as many other Azure services. The operating system type does not determine whether a resource can use availability zones.
Availability zones are used to replicate data and applications to multiple regions is incorrect. Availability zones are used for high availability within a single region, not across multiple regions. They are physically separate datacenters within the same region, typically separated by several kilometers but within 100km.