Hi Thanks for reaching out to Microsoft Q&A. Are you sure all the ports related to the sftp has been allowed? check on both the sides, source and destination for ports & firewalls. If you are able to connect it from filezilla then you should be able to create linked service, speak with your security/IT team as well. Please Upvote and Accept as answer if the reply was helpful, this will be helpful to other community members.
Regarding the connection for SFTP to ADLS?
Pradeep Kumar Basaboina
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Pradeep Kumar