SQL Azure - Failed Connections - But no problems?
So ever since the first day of launch, we have not seen anymore failed connections. My current thinking is that there may be a back end process on the Azure side that was not functioning properly with the new instance, but has since either stopped, or been fixed, as we have not changed anything. I'll let it sit a few more days and if we don't see any more problems, chalk it up to environment setup glitches.
Here's the status a week or so later. Not a heavily used site, but no sign of anymore connection errors.
I had this same problem and it perplexed me until I realised that I had a SQL Server Management Studio instance open and connected on my home office machine, and my ISP had changed my IP address on me! As soon as I closed SSMS the failed connections stopped. Thanks OP for the link to the SQL query, that was useful to know as well!