I had a lot of problem debugging the event receiver through the Azure Service Bus.
Then I discovered remote debugging (way more stable and faster because you don't have to install the app every time you click on 'run')
Here's how you do it:
1. Deploy your App to Azure
2. Open the server explorer in Visual Studio, select your website on Azure, right click and "Attach to remote debugger"
You might need to open port 4018 on your firewall. (I use an Azure VM to avoid firewall problems)