When using BCP to upload/download data from our SQL Azure environments. I've noticed that no matter what you put in for you endpoint (as long as it points to a valid SQL Azure instance) that it will log you into whatever instance is valid for the login
credentials you provided.
bcp MYDB.dbo.MyTable out dbo.MyTable.bcp -c -S tcp:<instance name 1>.database.windows.net -U mylogin@<instance name 2> -P "MyPassword"
The above will actually log me into the instance at <instance name 2> instead of throwing a login failure or logging me into <instance name 1>.