Timeout in Azure Sql Backup after few seconds only

In short. When running the command:

BACKUP DATABASE [MyDb] TO  URL = @MyFileName WITH  CREDENTIAL = N'AzureCredential' ,  COPY_ONLY, NOFORMAT, NOINIT,  NAME = N'MyDb-Full Database Backup', NOSKIP, NOREWIND, NOUNLOAD,  STATS = 1

I receive the error:

A transport-level error has occurred when receiving results from the server. (provider: TCP Provider, error: 0 - The semaphore timeout period has expired.

So I can't backup to Azure. After this I have an locked file with a size of 1TB instead of 6gb.

More details are in the stackoverflow question:

http://stackoverflow.com/questions/33442487/semaphore-timeout-error-while-creating-a-sql-backup-in-azure-blob-storage-since

Any idea?

Thanks