@Yudha Cipta Maulana Welcome to Microsoft Q&A forum and thanks for reaching out here.
As you mentioned that your source is On prem Database (I assume you are using SHIR for this connector) and sink is ADLS Gen2 (I assume you are using Azure IR) and the individual test connection to respective data sources went well with out any issues and the issue is happening on when you try to debug the copy activity pipeline.
Based on above confirmation and looking at the error message, my understanding is that the issue could be related to ADLS Gen2 networking.
In order validate that, please check if your ADLS Gen2 is firewall enabled. If that is the case, then you will have to whitelist your SHIR hosted IP address to have access to your ADLS Gen2. You may ask that you are using Azure IR for ADLS Gen2 connection but what is the need to whitelist SHIR IP address. The reason is that when either of the source or sink linked service points to a self-hosted IR, the copy activity is executed on the self-hosted IR even though one of the data store is connected to Azure IR. Hence if you have any firewall restrictions, then you will have to whitelist SHIR IP address so that it is allowed to acccess to data store.
This has been called our here: ADF - Determining which IR to use
Please refer to this troubleshooting guide which has related info: Troubleshoot the Azure Data Lake Storage connectors in Azure Data Factory and Azure Synapse
In case if your sink is Azure SQL then you will have to consider below pre-requisites:
Ref doc: Copy data from a source to a sink
Hope this info helps.
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