A transport-level error has occurred when sending the request to the server.
4March 27, 2019 by Kenneth Fisher
Brent recently did a post called In Azure SQL DB, what does “The connection is broken and recovery is not possible” mean? and really the main point of the post was this:
All it really means is, “Click Execute again, and you will be fine.”
FYI you can also get the same error when connecting to an on-premises instance and it still means the same thing.
Also along those lines here is another similar error that also means the same thing:
Translated as: “Click Execute again, and you will be fine.”
You can get additional information here.
I do want to give one warning though. When you see these errors trying again will almost always re-connect you. However, unless your connection is told to go directly to the database you need (as would happen with an Azure SQL DB connection) you may end up back at your default database.
SQL Studies 
I’d like to know why it is that when you have a query that had been open in SSMS for a while (several hours to several days) that it will lose the connection, but not give you the option to re-establish one. Your only recourse is to Ctrl+A, copy and paste into a new query window or close and re-open the query. What’s up with that MS?
The only times I’ve seen that if you run the query, get an error, and then run it again it reconnects just fine. Are you seeing something different?
I think it also happens if you are using Express edition – autoclose and all that jazz
Ahh .. yea, I’ve never used autoclose. That would make sense though.