For how long has this condition been going on? Does the issue still persist?
You can face occasional connection errors if you try to connect in the middle of a failover, or there is some maintenance going on. It could also be that there is some outage in your region.
If the issue is still on-going when I post this, six hours after you made your post, that is not exactly normal. You could use https://azure.status.microsoft/en-us/status to see if there are any issues in your region.