Error using elastic database transaction with sql azure - azure

I have 2 SQL Azure DB's (V12) within a single server and wants the transaction to be atomic. Trying to do what is mentioned here.
I get below exception while trying to wrap the transactions in a single transaction scope. The project targets .net version 4.6.
What am I missing here?
Error message (in case image doesn't appear on your end): "The service has encountered an error processing your request. Please try again. Error code 8510.
A severe error occurred on the current command. The results, if any, should be discarded."
Thanks!

Can you check that you are running with .NET 4.6.1? You need 4.6.1 or later and the exceptions looks like you are running on an earlier .NET version than that.
Thanks,
Torsten

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-- EDITED --
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