Connection to Azure SQL database is failing with “unable to connect to port 1433” message

From my machine I am able to connect Azure SQL DB using SQL Server Studio and microsoft libraries. However, When I use a replication software along with the driver provided by the replication software, it fails stating that “port 1433 is not accessible”? Same is the case with another 3rd pary connectivity driver.
I have entered my machines’s IP in firewall rule. not able to figure out what else need to be modified / configured for this connection to happen?
appreciate the help in advance.
Thanks,