Can't connect to Azure Database

Hi All,

I'm trying to connect to an Azure SQL database. I've managed to connect SSMS to the database without too much trouble, but power BI gives me the message;

We encountered an error while trying to connect

Details " "

I've looked at several other posts and documentation, but it can't see anything amiss;

1. Server name is as listed on Azure portal

2. Server is setup to accept Azure services. The firewall is configured to accept the outgoing internet IP

I'm at a loss. Is there anything I've missed?

Many Thanks,

Mark