@Hiob Gebisso - 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: Integrating Azure AI Studio with structured data from Azure Synpase Analytics/SQL Serverless
Solution: We managed to solve this using an azure function for connecting to the DB , and granting the managed identity sql reader rights on an Azure SQL Database. For some reason, it was not possible to give the azure function access to the serverless (or even a dedicated sql pool) , unless the managed identity was set as Microsoft Entra admin for the synapse workspace, which of course is not desirable.
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.