I'm glad that you were able to resolve your issue and thank you for posting your solution so that others experiencing the same thing can easily reference this! Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others ", I'll repost your solution in case you'd like to accept the answer .
Ask: Trying to create a schema for an external table on the serverless SQL pool in Azure Synapse Analytics. The error message they received indicates that the specified schema name either does not exist or they do not have permission to use it.
Solution: Workspace. In the serverless SQL Pool I created. There is a schema folder. You can basically create new schema from here.
If I missed anything please let me know and I'd be happy to add it to my answer, or feel free to comment below with any additional information.
If you have any other questions, please let me know. Thank you again for your time and patience throughout this issue.
Please don’t forget to
Accept Answer and
Yes for "was this answer helpful" wherever the information provided helps you, this can be beneficial to other community members.