Hi @Justin Griep , welcome to Microsoft Q&A forum and sorry for the trouble you are facing.
As per my knowledge using Entity framework should not have any bandwidth or latency issue with Azure SQL, however there could be other issues related to the app we are trying to connect with Azure thats making the performance slow. We need to check it both from Application side as well as database side.
As an example, using batch queries or stored procedure improve performance. Or optimizing queries for faster execution. We can start by going through below article and check if using any of those suggestions help us:
Tune applications and databases for performance in Azure SQL Database and Azure SQL Managed Instance
Another thing that could impact performance is the proximity of our apps to the regions where we have Azure SQL service deployed. Choosing a region which is near gives good connectivity.
One more thing we can try is using below .NET Core sample project. If this works fine then there is surely some issue with the application code we are using:
Quickstart: Use .NET Core (C#) to query a database
Could you please try these and see if it helps in identifying the issue? Otherwise we can further discuss on the same.
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If answer helps, you can mark it 'Accept Answer'