IP Address Added But still does not allow access

I have a laptop that I take around Australia. When I'm in a hotel I link to the interest via my mobile phone using its hotspot feature. This allows me to gain access to the internet with no problem.
When I go to the allowed ip addresses section of Azure for my SQL Database the IP address in todays case shows me 101.173.255.250.
I click on the "Add to allowed IP addresses" and everything looks good.
I then go back to my Visual Studio project which creats a connection to the same database and I'm told that I can not connect and its because my IP address is not registered.
To check my IP address I go to http://checkip.dyndns.org/ and that site also tells me that my IP address is 101.173.255.250.
Can any one tell me what I'm doing wrong. Should not the IP address in the "allowed ip addresses" be correct and once registered gain me access. 
Thanks in advance to anyone who can help. Been researching this issue off and on for the past month.

Thanks for the steps. I have followed them and also deleted all firewall rules at the database level as well.
Once I had complete removing all rules, I add the IP address as in step 3 of your reply.
I then went to Visual Studio and clicked on the Tools>Connect to Database menu option. I received the following message: Cannot open server 'ir7oj6f24g' requested by the login. Client IP address '1.154.162.224' is not allowed to access the server...tracking
ID '91af1717-9066-43b3-b69f-2db393a24a25'
In the Management Portal the IP address that said that it was my IP address was 101.172.127.226 which I added in step 3.
The thing that does not make any sense is that I was able to gain access to the Management Portal for this database and execute queries against this database. I'm confused.
Regards
Steve

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