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 .database.windows.net) 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?