Here are several steps to troubleshoot your issue:
- Ensure the configuration for the linked service is accurate. This includes verifying the server name, database name, and user credentials are correct.
- Review the firewall settings in your Azure SQL Database. To allow access from the Azure Integration Runtime, navigate to the "Firewalls and virtual networks" section in the Azure portal for your SQL database.
- Confirm that the Azure Integration Runtime can connect to the Azure SQL Database through a private endpoint. Use network diagnostic tools such as ping or traceroute to test the connectivity.
- If you are using AAD for authentication, verify that the user account in use has the appropriate permissions for the Azure SQL Database.
- Finally the Azure Integration Runtime logs for any additional error messages or details that might clarify the root cause of the problem.
https://learn.microsoft.com/en-us/azure/private-link/tutorial-private-endpoint-sql-portal