It used to be the case in a Visual Studio 2017 Azure Data Lake U-SQL Project that when running a usql script file (e.g. Script.usql) with a code behind class, you could simply select (via drop down lists) not only the ADLA (Azure Data Lake Analytics) Account to be used, but also: - the database - the schema to be used (if any) in your U-SQL script.
But currently (27 Dec 2018, using version 15.9.2 of Visual Studio Professional 2017 and version 2.3.5001.7 of Azure Data Lake Tools for Visual Studio), no dropdown lists are available to set the database or schema.
So how can the database and schema (if needed) be set? If you Submit the U-SQL script without setting them you are likely to get an error message similar to the following (because the master database is likely to be used by default):
Schema 'master.iss' does not exist