The control panel has a spot on the database panel that says "Show database connection strings" that give you full connection strings for your database for ADO.Net, PHP, Java, and ODBC. They can be used as a starting point from which I added support for MARS and another user / password for mine.
Here is my connection string that will help you. We use this feature to override in the Azure WebApps control panel.
Server=tcp:[AZURE_DB_NAME].database.windows.net,1433;Database=[DATABASE_NAME];User ID=[USER_ID];Password=[PASSWORD];Encrypt=True;TrustServerCertificate=False;Connection Timeout=30;MultipleActiveResultSets=True
As for Drop Down, we installed it in the SQL database.
One thing that comes to mind. Have you tried using the connection string in VS debugging mode to find out what is happening? You just need to configure AzureDB to allow a remote connection with your IP address to work. This may give you some idea that your connection is correct, but something else is not working.
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