When attempting to use a SQL Azure data source, you receive the error message below;
SQL Azure Error
To resolve this issue, please have a look at the topic on SQL Azure.
When creating a user with azure active directory account authentication, you see the error below;
Azure AD Error
You must first define your SQL Server Azure AD Admin via the Azure Portal, then login into Remote Desktop Manager using that Azure AD account, from there you will be able to create new Azure AD accounts (admin and non-admin). Those new admins will also be able to do the same.
For more information, please have a look at the topic Configure SQL Azure AD Authentication.