Since you are using Azure SQL, I recommend you host your application in Azure Web App. If you are connecting your database from an external hosting provider, through internet, I can forsee lots of architectural issues, including performance and security.
Read the following reference architecture for a basic web application with Azure Web App and Azure SQL
Now to solve it quickly, until you take an architectural decision, implement retry logic in your application.
https://devblogs.microsoft.com/azure-sql/configurable-retry-logic-for-microsoft-data-sqlclient/
Hope this helps