I need to connect from an Azure SQL Database to an Azure VM that has a SQL Server instance installed. Since linked servers are not supported by Azure SQL Databases, I went with the elastic query approach. I managed setting up the EXTERNAL DATA SOURCE and allowed connections on port 1433 but when executing the most simple query I get the following error message: "Error retrieving data from one or more shards. The underlying error message received was: 'A connection was successfully established with the server, but then an error occurred during the login process. (provider: SSL Provider, error: 0 - The certificate chain was issued by an authority that is not trusted.)'."
Is this a supported scenario? In the end I want to pull data out of the VM into the Azure SQL Database.
Also: how can I be sure that the network traffic will stay within the Azure data center when using the public IP of the VM so that I won't be charged for external traffic between the 2 SQL servers, or is this irrelevant as both are hosted in Azure?