@Rajat Srivastava - Thanks for the question and using MS Q&A platform.
A private endpoint for Self-hosted integration runtime is not supported in Azure Synapse Analytics at this moment, while Azure DataFactory has a private endpoint(datafactory) that guarantees private communication between SHIR and ADF.
Hence, in Azure Synapse Analytics, all network traffic between SHIR node to datafactory service endpoint needs to go from internet.
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