Based on this old thread :
Error 121 has always been considered a network related error as you can read in this Microsoft Support article. The Internet service you receive, network adapters are things you should consider examine. Please consider to click the "Options" button of SQL Server Management Studio, on the "Connection Properties" tab, try setting a greater value for the "Connection time-out" setting. If you need to use a Corporate VPN to connect to Azure SQL Database, make sure you are connected to the VPN.
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