"Connection to the database failed with error : Cannot open server <ServerName> requested by the login. Client with IP address <SomeIP> is not allowed to access the server. To enable access, use the Windows Azure Management Portal or run sp_set_firewall_rule on the master database to create a firewall rule for this IP address or address range" - Error message in monitor details page of Azure SQL Database"
Troublesooting
In Azure portal, the user should add the client IP(mentioned in the error message) under the firewall settings in SQL server. This step is necessary for APM serve to communicate with the SQL server in Azure.
In case if the user changes the network, the client IP also changes. So it is better to add all possible client IPs of the user in Azure portal.