How to set the database in Azure Cosmos DB ODBC connection?

I'm using ODBC to connect to an Azure Cosmos DB instance. For those who haven't heard of it, Cosmos DB is a partitioned key-value store available in the cloud. Kind of like MS's equivalent to Mongo.

Here is a picture of the databases and containers (tables) in my instance.

I can connect mostly without problems, using DBI and odbc, like so:

conn <- DBI::dbConnect(odbc::odbc(),
    driver="Microsoft Azure DocumentDB ODBC Driver",
    host="https://hongcosmossqlsvl.documents.azure.com:443/",
    authenticationkey="****",
    RESTAPIversion="2018-12-31")

conn
<OdbcConnection> MSUser@https://hongcosmossqlsvl.documents.azure.com:443/
  Database: db1
  DocumentDB Version: 00.00.0000

Notice how it connected to database db1 by default.

My problem is that I can't get a connection to database db2. If I set the database argument, it doesn't seem to have an effect:

conn2 <- DBI::dbConnect(odbc::odbc(),
    driver="Microsoft Azure DocumentDB ODBC Driver",
    host="https://hongcosmossqlsvl.documents.azure.com:443/",
    database="db2",
    authenticationkey="****",
    RESTAPIversion="2018-12-31")

conn2
<OdbcConnection> MSUser@https://hongcosmossqlsvl.documents.azure.com:443/
  Database: db1
  DocumentDB Version: 00.00.0000

And indeed, when I run

DBI::dbGetQuery(conn2, "select * from cont1")

I get the rows from the db1.cont1 table, not db2.cont1. Adding the database to the query results in an error.

DBI::dbGetQuery(conn2, "select * from db2.cont1")
Error in new_result(connection@ptr, statement, immediate) : 
  nanodbc/nanodbc.cpp:1412: HY000: [Microsoft][DocumentDB] (10) Schema map entry for Table cont1 could not be found. Check query syntax and schema map definition and try again

How can I get DBI/odbc to use the db2 database?

Additional info: the MS ODBC driver seems rather weird in how it handles databases. With my conn connection above, which references database db1, I can run

DBI::dbGetQuery(conn, "select * from contdb2")

and still get the results from a table in database db2.