I just attempted to insert 43000+ records through Visual Studio 2015 SQL Server Object Explorer to my database on MS Azure cloud. For some reason, it errors out and states that there is an error on line 41357.
I ran that row independently and executed without error. I ran the query again and received the same error except the following line. Then I just ran all the inserts in batches. The final batch was the largest with 18,000+ records which took 3.5 minutes to execute.
So all my individual INSERT queries appears to work fine. Perhaps there is a limitation the number of records that can be sent in a single query.