Greetings!
‘remote query timeout’ configuration option can’t be changed in Azure SQL DB; because sp_configure system stored procedure is not supported in Azure SQL DB as mentioned below in
Also the option would not help for query timeout errors you might getting when running the queries on Azure SQL DB; as this option is for outbound queries from DB’s perspective (ex: linked servers), while the queries received by DB would be inbound queries as mentioned below in Configure the remote query timeout (server configuration option) - SQL Server | Microsoft Learn documentation.
Regards
Geetha