Hi @Jona, Application Insights and Log Analytics are products under the Azure Monitor service offering. That's why they don't have their own formal tag. With regards to your question
A friend of mine told me that Microsoft offers this courses for free on Microsoft Learn, but I've not found anything.
I do know it is part of certification exams such as AZ-204. So, I could see an instructor-led training spending a lesson on it. Also, there are those, like a cloud advocate, that may have done talks over the offering. But other than that, there isn't any official Microsoft training that is dedicated to the subject of Application Insights. But I will pass this feedback along to the product team.