Project versions need to be the same SF version to be able to import them correctly. 

To achieve this copy the 2021.1 SF database. 
Upgrade the SF database to 2021.2.
Then use the script to copy the project from the copy database (2021.2) to the other 2021.2 system. 

Thanks for your answer, however, I still run into some issues when executing the steps. I have done the following:
 

• I have imported copy of a SF database into our Azure environment.
• I have created a new SF target database
• I have copied the task_copy_project_vrs into code into a new query (within the imported database)
• I have replaced 'insert into ' with 'insert into new_sf_database.'
  • At this point, the ‘new_sf_database.project_vrs’ parts of the query are red underlined.

My questions are:

• Are the steps I am taking correct?
• Am I missing any other steps e.g. replacing the create procecure with declarations and setters?
• Can you give me an example of a working import project code file?

Here are some follow up questions: 

The copy SF database is still SF version 2021.1 right? Before importing you have to upgrade the SF copy database to a 2021.2 version.
 

The new SF target database, is this a copy of the 2021.2 SF database? 

To copy from one database to the other you have to include udatabasename].mscheme].mtable], something like:    insert into new_sf_database.dbo.table1

Thank you,

Both SF DB’s have the same version (2021.2) and we do include the database name for al inserts. In our case: IMPORT_TEST_SF.project_vrs

Should we use dbo as its scheme? It seems like the query does not see the new DB at all. We are also looking into elastic database queries (for azure): https://azure.microsoft.com/nl-nl/blog/querying-remote-databases-in-azure-sql-db

It seems like this is the right way for cross DB queries in Azure. Do you know if this is true?