@Perka, Vilas - Thanks for the question and using MS Q&A platform.
It seems like there is an issue with the authentication of your user managed identity. The error message suggests that the server failed to authenticate the request.
To authenticate with Federated identity credential using Data factory user managed identity, you need to create a trust relationship between a user-assigned managed identity and an external identity provider.
You can follow the steps mentioned in this document to create a trust relationship between a user-assigned managed identity and an external identity provider.
Once you have created the trust relationship, you can use the Federated identity credential in the app registration and user managed identity for your data factory.
If you are still facing the issue, please provide more information about the steps you have followed and the configuration you have set up and share the complete stack trace of the error message which you are experiencing.
For more details, refer to Managed identity for Azure Data Factory.
Hope this helps. Do let us know if you any further queries.