@Glyn Thomas Thanks for using Microsoft Q&A forum and posting your query.
As per my understanding your API response has nested array fields. In that case copy activity is not ideal for such scenarios. Copy activity is only intended for data movement and not best for data transformation.
Since you would like to transform the data format, Mapping data flow is best suited for this use case scenario.
Two things you can do here:
Solution 1: Either you can load the API JSON response to a blob storage as is using a copy activity and then use a mapping data flow and point to that blob as source and then use flatten transformation in mapping data flow to flatten the nested arrays.
OR
Solution 2: You can directly use a Mapping data flow instead of Copy activity and in the source use REST connector and then followed by Flatten transformation to flatten the nested arrays of API response and then you can have two streams one to save it to storage and another to load the data to your Datawarehouse. You can choose which ever path as per your need.
For flatten transformation you can refer to this demo video which has detailed explanation on how to flatten the arrays: Flatten Transformation in Mapping Data Flow in Azure Data Factory
Hope this helps.
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