In Azure V1, i.e. http://manage.windowsazure.com which is currently in production, when deploying an A4 VM and attaching 8 data disks, you will still see A3, A2, and A1 available in the VM size dropdown list on
the configuration page of the VM instance. However when trying to change the VM size from A4 with 8 data disks attached to A2 which allows 4 data disks, for instance, you will get the error, Failed to configure virtual machine.
In Azure v2, i.e. http://portal.azure.com which is still in preview, you won't see any VM size with attachable disks fewer than 8 included as available.
HTH.