Azure SQL database will connect to a gateway on port 1433
When we request a connection to the DB we are connecting to the gateway (When connecting from On-premises)
Proxy
Used for connection from outside the Azure network, proxied through the gateway
Listens on port 1433
Redirect
Establish an direct connection
Reduces latency and improved throughput
Intended for connections inside the Azure Network
Default
If VM launched outside Azure Network uses proxy else uses Redirect
Cannot use Kerberos security mode