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Unfortunately, Azure Data Factory does not support SharePoint as a sink and HTTP is not a supported sink type. However, you can use Azure Logic Apps to transfer a file from Azure Data Lake Storage to SharePoint.
I would suggest you provide feedback on the same:
https://feedback.azure.com/forums/270578-data-factory All of the feedback you share in these forums will be monitored and reviewed by the Microsoft engineering teams responsible for building Azure. You can copy data from an HTTP source to any supported sink data store. For a list of data stores that Copy Activity supports as sources and sinks, see Supported data stores and formats.
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