"Cannot alter a server audit from a user database. This operation must be performed in the master database."

If you're trying to enable or disable a Audit or Server Audit Spec in SSMS, even if you're a sysadmin, you'll get the above failure if your default database isn't master.

If you're thinking that's a bug, you're right.

Note that you can create these audit objects just fine, regardless of your default database setting.

Change your login's default database to master to fix this problem, if you can.