EF Connection String to SQL Server in Windows Azure VM

My Silverlight app uses EF and has this connection string:

<add name="[AppNameDBConn]"
    connectionString="metadata=res://*/DAL.[AppName].csdl|res://*/DAL.[AppName].ssdl|res://*/DAL.[AppName].msl;
    provider=System.Data.SqlClient;
    provider connection string=&quot;
    data source=[ServerName]\[InstanceName];
    initial catalog=[NA];
    integrated security=True;
    multipleactiveresultsets=True;
    application name=EntityFramework&quot;"
    providerName="System.Data.EntityClient" />

Note that the data source includes the server and instance names. It works fine in Dev. However, it does not work in an Azure VM hosting SQL Server. I must remove the instance name from the data source leaving only the server name. Doesn't make sense, but it works.

Now the problem is I recently installed a new database instance in Azure and can't connect to it. I assume it's some kind of configuration issue since I now have two instances. Did some research, but haven't found a solution yet.