When backing up my database by executing the following command. The copy never begins (even after waiting over an hour). I am verifying that the copy never starts by checking percent_complete on sys.dm_database_copies.
CREATE DATABASE [mydb:backup] AS COPY OF [mydb]
I have tried a few variations and it appears the problem is the colon character in the destination database name. If I use underscores, hyphens or spaces, the copy is executed within minutes.
Since SQL Azure allows me to create a database with a colon in the name, it appears to be a bug that this prevents the copy from proceeding. At the very least, an exception should be returned instead of accepting the copy command.