Connection to sftp server failing

Hello,
Am trying to connect to Azure SFTP server using WinSCP GUI (version 5.9) but getting below error:
Timeout detected. (control connection)
Connection failed.

In hostname i have entered the server name, both with and without the FQDN (cloudapp.net). The Azure portal shows DNS label as <none>. I have also tried using IP address as hostname.
Under Username i have tried just the name and also the machinename\username format.

Am using FTP protocol and TLS\SSL Explicit encryption.

I have opened control ports 5000-5005 in the FTP Firewall and created EndPoints for each one in this range. All this is done in the new Azure portal.

The server is Windows 2012 R2.

Kindly help urgently as this is required in an actual project.

Thanks in advance.

Can anyone please help with this? let me know if more details are required.

Regards

I was able to make the connection. However it gets disconnected after few seconds or minutes and doesn't connect back again.
The logs are as below:

. 2016-08-09 19:55:44.354 --------------------------------------------------------------------------
. 2016-08-09 19:55:44.354 WinSCP Version 5.9 (Build 6786) (OS 6.1.7601 Service Pack 1 - Windows 7 Enterprise)
. 2016-08-09 19:55:44.354 Configuration: HKCU\Software\Martin Prikryl\WinSCP 2\
. 2016-08-09 19:55:44.354 Log level: Normal
. 2016-08-09 19:55:44.354 Local account: domain\username
. 2016-08-09 19:55:44.354 Working directory: C:\Program Files (x86)\WinSCP
. 2016-08-09 19:55:44.354 Process ID: 12608
. 2016-08-09 19:55:44.355 Command-line: "C:\Program Files (x86)\WinSCP\WinSCP.exe"
. 2016-08-09 19:55:44.355 Time zone: Current: GMT+1, Standard: GMT+0 (GMT Standard Time), DST: GMT+1 (GMT Daylight Time), DST Start: 27/03/2016, DST End: 30/10/2016
. 2016-08-09 19:55:44.355 Login time: 09 August 2016 19:55:44
. 2016-08-09 19:55:44.355 --------------------------------------------------------------------------
. 2016-08-09 19:55:44.355 Session name: username@servername (Site)
. 2016-08-09 19:55:44.355 Host name: scvftp.northeurope.cloudapp.azure.com (Port: 21)
. 2016-08-09 19:55:44.355 User name: username (Password: Yes, Key file: No)
. 2016-08-09 19:55:44.355 Transfer Protocol: FTP
. 2016-08-09 19:55:44.355 Ping type: Dummy, Ping interval: 300 sec; Timeout: 60 sec
. 2016-08-09 19:55:44.355 Disable Nagle: No
. 2016-08-09 19:55:44.355 Proxy: None
. 2016-08-09 19:55:44.355 Send buffer: 262144
. 2016-08-09 19:55:44.355 UTF: Auto
. 2016-08-09 19:55:44.355 FTPS: Explicit TLS/SSL [Client certificate: No]
. 2016-08-09 19:55:44.355 FTP: Passive: Yes [Force IP: Auto]; MLSD: Auto [List all: Auto]; HOST: Auto
. 2016-08-09 19:55:44.355 Session reuse: Yes
. 2016-08-09 19:55:44.355 TLS/SSL versions: TLSv1.0-TLSv1.2
. 2016-08-09 19:55:44.355 Local directory: C:\Argos, Remote directory: /, Update: Yes, Cache: Yes
. 2016-08-09 19:55:44.355 Cache directory changes: Yes, Permanent: Yes
. 2016-08-09 19:55:44.355 Recycle bin: Delete to: No, Overwritten to: No, Bin path:
. 2016-08-09 19:55:44.355 Timezone offset: 0h 0m
. 2016-08-09 19:55:44.355 --------------------------------------------------------------------------
. 2016-08-09 19:55:44.411 Connecting to ftpsitename.northeurope.cloudapp.azure.com ...
. 2016-08-09 19:55:44.471 Connected with ftpsitename.northeurope.cloudapp.azure.com, negotiating TLS connection...
< 2016-08-09 19:55:44.518 220 Microsoft FTP Service
> 2016-08-09 19:55:44.518 AUTH TLS
< 2016-08-09 19:55:44.567 234 AUTH command ok. Expecting TLS Negotiation.
. 2016-08-09 19:56:44.162 Timeout detected. (control connection)
. 2016-08-09 19:56:44.162 Connection failed.
* 2016-08-09 19:56:44.212 (EFatal) Connection failed.
* 2016-08-09 19:56:44.212 Timeout detected. (control connection)
* 2016-08-09 19:56:44.212 Connection failed.

I have set the Keepalives to 300 secs.
Using FTP protocol and Explicit encryption.

What can cause this disconnections?

Regards

Can you connect with any other FTP client?