Azure SQL embedded not always connecting

[DrBiker]

I have a Power BI report running as an embedded application, connecting to the data on an SQL database within the Azure cloud via direct query.

Sometimes this works, other times it says it accnot connect to the database (like the DB is not there).  If I refresh the whole report sometimes it comes back, other times it does not.  It looks like the connection to the DB is flakey.

So my questions are:

1. Why is this happening?
2. Is this a geographical problem, if so where should I host my DB and Power BI collection?

Thanks in advance