Hi Anshul.Rastogi,
Have you successfull in using the SQL AZURE as Session State provider, If you are can please share the code of how to set up to use the SQL Azure as session state provider.
After googling for some time we are able to find that some thing called ASP.NET Universal providers are there that uses SQL Azure as session state, almost every blog is shown this link.
hanselman link
We can also use SQL Azure as session state by following this link it seems that we need to execute the legacy scripts with modified version,
legacy link
Please let us know if you can help us in this issue, we are also based in hyderabad.
Thanks
sivakumar.