SQL Error (40515): Reference to database and/or server name in 'master.dbo.sysprocesses' is not supported in this version of SQL Server

Whilst this isn't causing me issues, wanted to make sure you were aware of this.

We're running

Microsoft SQL Azure (RTM) - 12.0.2000.8

Did you have any ideas about this, do you need anything further from me?

I'm having the same issue. It would really be nice if I could use Heidi to backup my Azure DB's.

Does this cause a connection failure?

If yes, you should file a bug report in the tracker.