Here is the error I am getting
Cannot connect to SQL database: 'jdbc:sqlserver://<synapse workspace name>.sql.azuresynapse.net:1433;database={Built-in}', 'Managed Identity (factory name): <synapse workspace name>'.[SQL Exception]Error Code:18456, Error Message: Login failed for user '<token-identified principal>'. ClientConnectionId:<removed-id>, error stack:shaded.msdataflow.com.microsoft.sqlserver.jdbc.SQLServerException.makeFromDatabaseError(SQLServerException.java:265)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.TDSTokenHandler.onEOF(tdsparser.java:300)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.TDSParser.parse(tdsparser.java:133)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.TDSParser.parse(tdsparser.java:37)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.SQLServerConnection.sendLogon(SQLServerConnection.java:6295)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.SQLServerConnection.logon(SQLServerConnection.java:4907)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.SQLServerConnection.access$100(SQLServerConnection.java:90)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.SQLServerConnection$LogonCommand.doExecute(SQLServerConnection.java:4845)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.TDSCommand.execute(IOBuffer.java:7627)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.SQLServerConnection.executeCommand(SQLServerConnection.java:3912)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.SQLServerConnection.connectHelper(SQLServerConnection.java:3358)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.SQLServerConnection.login(SQLServerConnection.java:2950)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.SQLServerConnection.connectInternal(SQLServerConnection.java:2790)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.SQLServerConnection.connect(SQLServerConnection.java:1663)
shaded.msdataflow.com.microsoft.sqlserver.jdbc.SQLServerDriver.connect(SQLServerDriver.java:1064)
com.microsoft.dataflow.store.mssql.CustomSqlServerDriver.$anonfun$connect$1(CustomSqlServerDriver.scala:113)
scala.util.Try$.apply(Try.scala:213)
com.microsoft.dataflow.store.mssql.CustomSqlServerDriver.getConnection$1(CustomSqlServerDriver.scala:113)
com.microsoft.dataflow.store.mssql.CustomSqlServerDriver.connect(CustomSqlServerDriver.scala:128)
org.apache.spark.sql.execution.datasources.jdbc.connection.BasicConnectionProvider.getConnection(BasicConnectionProvider.scala:49)
org.apache.spark.sql.execution.datasources.jdbc.connection.ConnectionProviderBase.create(ConnectionProvider.scala:102)
org.apache.spark.sql.jdbc.JdbcDialect.$anonfun$createConnectionFactory$1(JdbcDialects.scala:122)
org.apache.spark.sql.jdbc.JdbcDialect.$anonfun$createConnectionFactory$1$adapted(JdbcDialects.scala:118)
com.microsoft.dataflow.store.mssql.MSSQLCharacteristic.newConnection(MSSQLStore.scala:111)
com.microsoft.dataflow.store.mssql.SQLDWStore$.$anonfun$connect$1(SQLDWStore.scala:98)
scala.runtime.java8.JFunction0$mcV$sp.apply(JFunction0$mcV$sp.java:23)
scala.util.Try$.apply(Try.scala:213)
com.microsoft.dataflow.store.mssql.SQLDWStore$.connect(SQLDWStore.scala:97)
com.microsoft.dataflow.transformers.StoreDelegate.connect(StoreDefinition.scala:114)
com.microsoft.dataflow.DataflowJobFuture.$anonfun$connect$1(DataflowJobFuture.scala:1335)
scala.concurrent.Future$.$anonfun$apply$1(Future.scala:659)
scala.util.Success.$anonfun$map$1(Try.scala:255)
scala.util.Success.map(Try.scala:213)
scala.concurrent.Future.$anonfun$map$1(Future.scala:292)
scala.concurrent.impl.Promise.liftedTree1$1(Promise.scala:33)
scala.concurrent.impl.Promise.$anonfun$transform$1(Promise.scala:33)
scala.concurrent.impl.CallbackRunnable.run(Promise.scala:64)
java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1149)
java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:624)
java.lang.Thread.run(Thread.java:750)