I think the issue is network-related between your client and the SQL Server.
If you are running these queries from a remote location, consider testing the connection and operations from a different network or closer to the data center where the Azure SQL Database is Keep in mind that running a deletion query with rollback capabilities and a complex join operation simultaneously can be very resource-intensive. This might lead to timeouts or network disruptions if the server is overburdened.
If these steps don't resolve the issue, it might be worthwhile to contact Azure support for a more in-depth investigation, especially to explore network-related issues beyond your control.
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