Duplicating the data across Azure SQL database and ADLS Gen2 is a bad design as per my opinion.
What is the significance of loading the data into Azure SQL database?
You can create another container within the existing ADLS Gen 2 itself directly for the silver layer rather than introducing an Azure SQL Database as a bridge between.
Also any specific reason ADLS Gen2 other than just connectivity to Databricks?
And when you say handling PII data in ADLS (what do you mean)?
In Azure SQL database, there are multiple mechanisms like Dynamic data masking or column encryptions to handle PII data but we do not have that flexibility in ADLS Gen 2