String and binary columns with unlimited size will be supported in clustered columnstore indexes in Azure SQL Database (premium tiers only). Clustered columnstore indexes could be created on tables that have large string or binary types, such as NVARCHAR(MAX), VARCHAR(MAX), and VARBINARY(MAX).
Clustered columnstore indexes will provide high compression (up to 10x) of data in string and binary columns.
Learn more about this Azure service update.