Hello @Ken Ekholm,
may i know what is the use-case for this scenario? So that we better frame our guidance...
It is not recommended to directly connect an Azure Sphere MT3620 device to an Azure MySQL database, as it would expose the database to potential security risks. Instead, you should use a secure, scalable, and maintainable approach by sending data through an intermediary cloud service, such as Azure IoT Hub or Azure Functions.
Update:5-17
The particularities of Azure Sphere cease once the data reaches the IoT Hub. Beyond this point, it becomes an Azure-related issue.
To establish an SQL connector, you can utilize an Azure Function, for example, as follows: Store data into SQL database from Azure IoTHub using Azure Functions without Stream Analytics - Stack Overflow
The better supported way is to use Azure Sphere Data Explorer. A sample for that already exists: azure-sphere-samples/Samples/LoggingToAzure at main · Azure/azure-sphere-samples (github.com) Note that this does not use SQL