I have tried and tried, and can not get linked. I can connect to the server using SSMS, but can not link to it from a local server. Here is my script (replacing things in
Unfortunately, Linked Server is not supported by SQL Azure DB. https://msdn.microsoft.com/en-us/library/azure/ee336281.aspx
However, as you can see from the forum link below, Microsoft is aware of the scenario and the customer feedback has been heard. http://feedback.azure.com/forums/217321-sql-database/suggestions/402636-cross-database-reference