Today, we got a service request that our customer has 30 databases in a server but was not able to connect of 3 of them. Following I would like to share with you my findings here.
All the databases in this server 'XXX' are standalone databases and there is not possible to connect within Azure but it is possible to connect from OnPremise.
After analyzing the details we found that our customer has Default connection policy that means that connecting from Azure we are going to use Redirection and from OnPremise they are going to use Proxy.
When you are using Redirection you need to know that besides connecting to the GW and port 1433 you need to connect to another port between 11000-12000 and another virtual name as we explained in these URLs:
Unfortunately, in the NSG of the Virtual Machine from Azure the have some IPs to connect to Azure SQL Database using 11000-12000 but not all of them were defined. In a dynamic environment it is better to use SQL or SQL<Region> as outbound to avoid this issue in the further. If not you are going to receive error code like 10060.
Enjoy!