Azure – Does Windows Azure present an IPv6 address

Windows Vista and 7 will request AAAA lookups before A lookups if IPv6 is enabled (and the link local address isn't disabled). Windows by default will have a link local address and will therefor use IPv6 if available. Normally this isn't a problem as the AAAA lookup fails and it happily moves along to IPv4. Most applications however, will just skip straight to IPv4.

This question is pretty interesting and I must admit that I've never seen this behavior. In doing some fiddling around to try and understand it better, I took a snippet of nslookup querying for one of my W2K8R2 RDS servers from another W2K8R2 server and I also captured a snippet of an RDP session to the same RDS server from the same test server. Nslookup showed no delay in returning the IPv6 record and the nslookup showed my test server querying for the IPv4 record before querying for the IPv6 record. The time delta in the capture shows no appreciable delay (that I can ascertain) in either query.

EDIT

Now you're on to something.

Make sure you're capturing traffic for the Microsoft 6To4 adapter, otherwise you won't see IPv6:

Here's the nslookup result for my RDS server. Make note of the IPv6 addresses:

Now here's a snippet of my capture:

And finally, here's a snippet from netstat showing the connection:

So clearly, as you've confirmed, DNS resolution isn't the problem. The problem is that the RDP connection prefers IPv6 over IPv4 (which is the default for Windows - Windows prefers IPv6 over IPv4) and because IPv6 isn't functioning properly it's causing the delay (as you've stated) when falling back from IPv6 to IPv4. You could fix this by configuring the clients to prefer IPv4 over IPv6, but I think that would merely be masking the problem. The better solution would be to figure out why IPv6 isn't working and fix that. I don't know enough about IPv6 to help but my guess is that the IPv6 records being returned by DNS are "local" addresses valid only on the subnet where the RDS hosts exist and since the clients are in a different subnet, they can't reach those IPv6 addresses.