Azure Data Factory
How connect with managed identity to SQL private endpoint?
In your azure subscription, ensure that both ADF and SQL are in the same subnet. Then there should not be any firewalls that need to be open between them.
On your AZURE SQL server, set Networking – public access to disable. Ensure you have created private endpoints for you SQL AZURE resource.
Set up a Managed Identity for your Azure Data Factory: This will create a ID that can be used by other Azure resources to get access.