Need help with sql connection for username-password auth

Hi Guys.
Im trying to get sql server connection to succeed with auth0’s Database connection for username-password auth. I have an azure sql server (ending in and Ive already added all the auth0 ip addresses to the client ip address list on the firewall to allow inbound connection. When I try to use the sql server template to connect to the DB, it always times out. At this time, Im not sure what Im missing.

Is there something specific that I need to do with Azure sql server DBs to get Auth0 to successfully connect to it?