name: .database.windows.net.1433 " plus my server name"
Don't know exactly what this means, but if your server name is
nisse, you should enter
nisse.database.windows.net. No need to specify a port number.
On the Options tab, you should also specify the name of the database in your server you want to connect to, unless you want to land in
master. You cannot change the database while you are connected.
If your database is serverless, keep in mind that it takes a while to start up the database, and it is perfectly normal to get this error on the first attempt, and maybe also on the second.