Hi Samer,
We'll need to better understand how your network path is set up.
For example if mysql is listening on port 3306 and it's running in Azure, you won't be able to get to that from a remote machine.
the first thing you should try is to power up a VM inside Azure on the same subnet as your mysql server and verify you can connect from that machine.
Then you'll know your issue is purely network connectivity and not something unusual.
Good luck!