SQL Azure has recently introduced support for federated databases which enables an elastic scale-out solution in the cloud. SQL Azure Federations introduces new syntax and management behaviors that are not currently supported by SSDT. Support for federated databases will be added in a future release of SSDT. Until that time, use of SSDT with SQL Azure federated databases, including root databases and federation member databases, is not supported by Microsoft. You are strongly advised against using SSDT with federated databases as it may affect the structure of the database and could cause loss of data. At this time you should use the SQL Azure Management Portal to create and maintain federated databases.
You can learn more about SQL Azure Federations in this blog posting.