Hello @John Hall ,
Welcome to the MS Q&A platform.
Please correct me if my understanding is wrong. You are trying to use the SHIR on the linked service connection to connect to the Cosmos DB, and seems you are having issues with the connection.
There are two options for configuring the proxy settings:
1) Use system proxy: this uses the proxy settings defined within the SHIR config files.
2) Use custom proxy: this allows you to specify a proxy address and optionally use a specific user account.
Do you see any error messages with the connection? If yes, could you please let me know the error message?
