Using the Windows Version of Royal TS worked fine - so whats the deal?
1) Move the port where it belongs
I imported the .rdp file that was generated by the Windows Azure Management Portal in the Windows Version of RTS. This put the following text in the "Computername" field:
Remove the port and put it in the appropriate setting:
2) Make sure, you have the FreeRDP plugin for RDP used
Open the properties of the Application node and select FreeRDP as default plugin for RDP
If you dont have FreeRDP there, just download it. Go to the Application Preferences, Plugins and install it from the Plugin List:
After this adaptions, Royal TSX worked smoothly :)