Connect Azure SQL to Excel, Sheets and AI

What Azure sees when the agent connects

Azure SQL is a shared service with opinions about who may talk to it, so it is worth being precise about what arrives.

• Reachability is tested over TCP before any login is attempted, so a wrong server name or a blocked path fails as a network problem rather than arriving at Azure as a failed login.
• Connection pooling is off. No idle sessions accumulate against your database between queries — which on a serverless tier is the difference between staying paused and being held awake.
• The Azure firewall's own refusal is recognised for what it is, so a server that has not been told about your address reports a network block rather than a generic failure.
• Every connection to Azure SQL is encrypted, because Azure requires TLS and refuses anything less. That guarantee is Azure's rather than something the agent negotiates on its behalf.

Serverless, and the first query after a pause

This is the one rough edge worth knowing about before you meet it, because the symptom looks like a broken connection and is not.

• A serverless database auto-pauses when idle, and waking it takes time the connection attempt has to sit through.
• The agent waits 30 seconds to connect and 35 seconds for a query to begin returning. A cold wake can exceed that.
• There is no automatic retry, so the honest description is that the first query after a long pause may time out and want running a second time. Everything after it is normal.
• A paused database is recognised as paused rather than reported as missing, so the message tells you what actually happened.

It is SQL Server, with two Azure-shaped caveats

The dialect, the types and the schema layout are the same as any other SQL Server, which is the point of using it. Two things differ.

• The default schema is dbo, and that is what a cross-source reference carries — azure_sql.dbo.orders.
• Windows and Microsoft Entra authentication are not supported; a SQL login is what the agent presents.
• Azure SQL Database has no cross-database T-SQL of its own, so the offer to query a second database on the same connection is withheld for these hosts. It does not affect cross-source queries at all — those are assembled by Query Streams across separate connections, so joining an Azure SQL database to anything else works normally.
• Managed Instance shares the same hostname suffix and is connected to the same way; there is no separate card and no Managed-Instance-only behaviour.

-- Ordinary T-SQL, read-only, against the managed service
SELECT   TOP (50)
         c.Name,
         COUNT(o.OrderId)  AS Orders,
         SUM(o.Amount)     AS Revenue
FROM     dbo.Customers AS c
JOIN     dbo.Orders    AS o ON o.CustomerId = c.CustomerId
WHERE    o.PlacedAt >= DATEADD(day, -30, SYSUTCDATETIME())
GROUP BY c.Name
ORDER BY Revenue DESC;