With Tom Luo assistance we got the cdmutil__azurefunction working. It is worth noting that I ran out of time a bit so I got the initial tables set up using the cdmutil__console app. Following the steps in the url https://github.com/microsoft/Dynamics-365-FastTrack-Implementation-Assets/blob/master/Analytics/CDMUtilSolution/deploycdmutil.md
Once deployed go into functions for the cdmutilazurefuntion and disable the servicebus_cdmtosynpaseview. It appears that this is something that has been included in the new release in github but didn't work for me and just caused confusion.
Ensure you enable MSI. Update your configuration following the table in the directions, the examples for DDLType are not real clear - I used just SynapseView and not including the words after the colon. For SQLEndPoint it looks ok but I used this which included a DB in Synapse: Server=mysynapswrkspc-ondemand (usingserverless).sql.azuresynapse.net;Database=mydb;Authentication=ActiveDirectoryMSI ( this is why msi in step 1 is important);
You can also add in a different Schema name if you need eg I used Schema fo instead of dbo as we will be bringing in other data sources so this will identify the FO tables.
Follow the steps to grant access to the storage account, I thought the util having contributor access was more powerful so should be fine but Computer said no, - make sure you use storage blob data contributor and storage blob data reader.
Grant access to your synapse for your function using the scripts provided.
The event grid set up seemed pretty straigthforward at https://github.com/microsoft/Dynamics-365-FastTrack-Implementation-Assets/tree/master/Analytics/CDMUtilSolution
Probably make sure you understand your folder structure in your storage account and adjust the Subject begins with parameter to suit - /blobServices/default/containers/dynamics365-financeandoperations/blobs/environment.sandbox.operations.dynamics.com/
these were about the main points of issue for me - hope this helps