I thought that it was impossible to create endpoints using the Azure client but actually it's possible to do that! I have 2 IoT Hub instances: one in the free tier and the other in the S1.
Using the Azure Client, in the free tier, I get an error message stating that the maximum number of endpoints are exceeded. It's only allowed to have 1 endpoint. So the "successfully created" message shown in the web portal is incorrect.
When I try to do the same operation in the S1 IoT Hub instance, using again the Azure Client, I get the IH400116 error. This seems to be a parsing problem in the connection string or some mismatched information that I cannot spot yet.
PS: Will you allow creating IoT Hub endpoints from the Python SDK soon?
Thanks.