Hello @Jamie G,
Welcome to the MS Q&A platform.
My understanding is that if you properly configure the private endpoint to the key vault and connect to the virtual network that your Azure Databricks workspace is connected to, then you shouldn't see any error.
Can you please check the below?
- Check if the Key Vault is accessible from within the virtual network using Azure PowerShell?
- If you have already created the private endpoint connected to the virtual network, you can try updating the policy to allow access to the private endpoint. You can create a new policy that allows access to the private endpoint and assign it to the Key Vault. This will allow the Azure Databricks workspace to access the Key Vault via the private endpoint.