Hi @Jeff Lu Thank you for posting your question on Microsoft Q&A.
1. Unlink Azure SQL Database - Single Database, there is no way to fine-tune zone redundancy or set up replica. Is this correct?
Yes, with Azure dedicated pool you can enabled geo-back up option to protect your data once a day to a paired data center.
2. In terms of Azure Dedicated SQL Pool, the only High Availability related configuration I have is the failover group on the Azure SQL Server level, is this correct?
yes, that is correct the only high availability related availability related configuration is failover you can enable it from the server level to automatically manage replication , connectivity and failover for a set of databases.
3. Why is zone redundancy configured on the database level? When I create a zone redundant database, doesn't the database server needs to be zone redundant as well?
yes the zone redundancy is created on the database level and the server will also be zone redundant.
it's also possible for me to configure a zone redundant database and a non-zone redundant database and have them on the same SQL server, how does it work?
Yes, you can enable zone redundant and no-redundant for databases on the same server.
*Is the relationship between Azure SQL Server and Azure SQL Database different compare to if I installed MSSQL locally? i.e. I install an MSSQL server instance, and I can create a database within this server.*c
Could you please clarify a bit more. Not really understanding the question.
Regards,
Oury