@Hussein Safa Thank you for posting your question on Microsoft Q&A.
My understanding is that you are trying to connect to power app/Automate with Azure SQL DB created with private endpoint.
I have tried to reproduce that from my end. Please see the steps below.
You will need to create an Azure SQL DB with private access first.
Then click on Power app Tab which will direct you to the page below where you will fill out the details.
Click on set server firewall to create a virtual network and private endpoint first.
After the virtual network and prate endpoint are created then you can try to reconnect by click on the create tab.
Please do let us know if you face any issues connecting.
Regards,
Oury