Caching not working in Azure

We are using Find heavily on our site, and have added caching using 

.StaticallyCacheFor(TimeSpan.FromMinutes(_defaultCacheTimeInMinutes)) // for GetResult()

or

.GetContentResult(cacheForSeconds:3600, cacheForEditorsAndAdmins:true) // for GetContentResult()

I have added proxy settings to web.config and verified that caching is working locally (query is exceuted once).

But on Azure we get a lot of errors indicating that the results are not cached (EPiServer.Find.ServiceException: The remote server returned an error: (429) Too Many Requests.)

Anyone seen similar behavior? Or know what to look for?