Azure SQL Database idle sessions are killed after about 30 minutes when "Proxy" connection policy

fmantovani For #1, my bet is that they just don't want an infinite number of connections sitting there for days. You don't have to do anything, the proxy does it.

For #2 there is DEFINITELY, when running Proxy, a max number of connections. There's two number to watch, the maximum number of connections, and the number of connections being opened and closed. 

We had an issue recently where we had 900 open connections (which was supported - that's based on the number of cores), but login times were ~200ms (instead of 5-10ms) when we were opening and closing in large numbers - about 10k/minute, I believe. We had to move to REDIRECT to fix this. We were told the Proxy server's CPU was at 100%, which was causing the logins to take longer, which in our case meant the logins were waiting to get in, which meant we had more and more connections.