The original author is storing the output of the command into a temporary global ^TMP.
$ZN is the routine name of his tool.
$J is the job number or Process ID of the job running.
The command:  kill ^TMP($ZN,$J) is cleaning up things making sure he starts with a empty global.

I see this was written in March 2017. By chance has this ability to Freeze / Thaw Cache on Windows VM's in Azure been implemented yet?

Can a brief description of why this cannot be performed on Windows VM's in Azure be given?

Thanks for the excellent research and information, always appreciated.

Here is what I use:

set cmd=$P($ZU(12),"\",1,$L($ZU(12),"\")-2)_"\bin\ccontrol stopstart "_$P($ZU(86),"*",2)
d $zf(-2,cmd)

Replace 'stopstart' with 'stop' , 'force' etc ...