MSDN has written an article on how to troubleshoot some of the connection codes that may appear while connecting to a SQL Azure Database.
Microsoft SQL Azure Database is the relational database service on the Windows Azure platform. SQL Azure Database provides a large-scale multi-tenant database service on shared resources. In order to provide a good experience to all SQL Azure Database customers, your connection may be closed.
When your connection to the service is closed, you will receive one of the following errors: 40197, 40501, 40544, 40549, 40550, 40551, 40552, 40553, 40613, and 10053. We recommend that you implement the retry logic in your SQL Azure applications to catch these errors when possible. When an error occurs, re-establish the connection and then re-execute the failed commands or the query.