Very good one, Andy. Thank you for the post.
Out of five, I narrowed it down to either Cloud or SQL2000 (as it gives same error message on both version), but I took the hint of dropping the SQL2000 when I saw the SQL 2012 mentioned in the question. 🙂 (at first all 5 seemed right... if that were a check-box, I would have definitely gone for that)
Note: For all new users who never connected to SQL Azure... Microsoft offers a "Free Trial" subscription for 30days- where you can create database(s) for learning purpose and use the SSDT 2012 tool (locally) to connect to the SQL Azure databases and play with all DML/DDL statements to see how it works. The good thing of this subscriptions is even after 30 days it still allows you use the DBs normally, but cloud services will be stopped. (I am using this from 3 months now). Link - http://azure.microsoft.com/en-us/pricing/free-trial/
The first and the hardest SQL statement I have wrote- "select * from customers" - and I was happy and felt smart.