I have used Azure DevOps 'Import Repository' to clone a repo from GitHub so that I can maintain a personal copy. I don't see any way to maintain the remote connection to GitHub so that I can merge in upstream changes.
Does Azure DevOps have such functionality or will I need to do this merging manually/locally?
No there is no way to treat Azure DevOps as a fork for GitHub. You need to manually perform merges and push/pull to and from both GitHub and Azure DevOps.
Not sure why you'd want to use Azure DevOps for your personal clone. As an alternative you can use GitHub for source code repository and link Azure Boards to GitHub and use Azure Pipelines to build, if those are your primary reason to use Azure DevOps.
