Managing an Azure SQL Database starts with Firewall settings. By default, only Azure services are allowed to connect to your database. To allow any other connection, you need to set up a firewall rule that will accept a connection from an allowed IP addresses. To add your IP address, select Add client IP. Azure portal will automatically detect your current IP address and add firewall rules. Note that you always need to select the Save option when performing changes. Adding the new IP address in firewall rules means nothing if you don't save the new settings.
This has happened to me on more than one occasion—I added a new IP address and spent some time trying to figure out why I couldn't connect, only to realize ...
