I discussed your issue with some people on our team and we are thinking it might be a DNS resolution problem.
Here is something that was suggested:
1. Get the IP of the server, using a machine that can connect to it. Let’s say the server is y6fgzqj45e.database.windows.net and the IP is 220.127.116.11.
2. Edit the hosts file on one machine in the LAN %windir% \System32\Drivers\etc\hosts to add an entry like this:
3. If you can now connect to SQL Azure using that machine, then it means you have to solve this issue at a higher level in the LAN.
Jeff Conrad - Access Junkie - MVP Alumnus
Senior SDET - Access Test Team - Microsoft Corporation
Author - Microsoft Access 2013 Inside Out
Author - Microsoft Access 2010 Inside Out
Co-author - Microsoft Office Access 2007 Inside Out
Access 2007/2010/2013 Info: http://www.AccessJunkie.com
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