@Macháček Martin Thanks for reaching here!
We would like to inform you about a known issue and authentication behavior change with the Azure Cognitive Search SharePoint indexer (preview) when using user delegated permissions only.
This issue has been acknowledged by the Product Team and it affects:
a) The creation of a Cognitive Search service indexer for SharePoint data sources
b) Scheduled indexers
Issue: Creation of a Cognitive Search service indexer for SharePoint data sources is not possible when utilizing user delegated permissions
Our team is actively addressing the issue with a sense of urgency. However, we regret to inform you that we are currently unable to provide an estimated time for its resolution.
Suggested workaround- In the meantime, we recommend using application permissions as a workaround, rather than user delegated permissions. This change should enable to create new indexers until the hotfix is implemented.
We sincerely apologize for any inconvenience this may have caused and for the disappointing news. We appreciate your understanding and patience as we work to resolve these issues.
Please let us know if you have any further query on this. Thank you.