SQL server Microsoft.Data.SqlClient.SqlException (0x80131904): Execution Timeout Expired on azure

I am using external SQL Server to host our database and ASP.NET MVC Core application is hosted on Azure. Locally on Dev machine, the Web application works fine when a complex query executed but on Azure I get an exception

Microsoft.Data.SqlClient.SqlException (0x80131904): Execution Timeout Expired

I am using the same database and connection string, also we do not use Azure SQL we use our own SQL Server which is hosted remotely. Why complex queries stop working on Azure, I have no idea where to look for the problem.

The connection string:

data source=xx.xx.xx.xx;initial catalog=ca-xx;user id=ca-xx;password=xxxx;connection timeout=600