Been trying unsuccessfully to make the Hybrid Connection Manager work, it's my first hands-on experience:
On Azure portal:
I've installed Hybrid Connection Manager on my laptop (using local admin account, Win 7 Enterprise) and also used it as on-premise endpoint for a MS SQL Express instance. psPing (great toolset by Mark Russinovich) shows connectivity on port 1433 and I can connect through SSMS without any issue.
I tried this in a workshop today and one of the trainers was able to get connected when using the same network connection, but a laptop from his organization.
Any ideas on what to try next?