Hi @Beniamin Murza ,
Welcome to Microsoft Q&A Platform. Thanks for posting the query.
As per my understanding, this would work only by installing a self-hosted integration runtime (SHIR) in the same virtual network. This can be achieved by creating a new VM joining to VNET and install SHIR on it. This IR can be used while configuring HDInsight Linked Service which will ensure that cluster is created in VNET. Ref: tutorial-transform-data-hive-virtual-network-portal
I am working with Product team to understand any other possible alternatives to achieve this and will get back to you once I get more details from them.
Hope this helps! Please let us know if this does not align with the requirement or for further queries and we will be glad to assist.