If you are trying to install the Azure SDK with the Web Platform Installer and the process gets “stuck” on step two, run the following from an administrative command prompt to remove and recreate the SQL localdb instance:
Delete the SQL instance:
sqllocaldb stop MSSQLLocalDB sqllocaldb delete MSSQLLocalDB
If they exist, delete the following database files:
Recreate the SQL instance:
sqllocaldb start MSSQLLocalDB
Hope this helps!