Reitse Eskens shares some knowledge:
The customer can connect to the Azure Sql database with Sql Server Management Studio (SSMS) but not with a specific client application.
When digging into the logs (all logs were activated for this database), nothing shows up for the specific login used by the client application. The application itself returns a connection error caused by a time-out.The application resides outside of Azure and can’t use a VPN connection, the Azure Sql Server has a specific firewall rule to allow incoming traffic from this specific IP address. Not a situation I’m really happy with, but it happens.
Read on for the solution. It was not one I had anticipated. But it did land in my “When in doubt, blame the network” policy.