Hi... maybe this is what you were trying to say and I didn't understand... but I got something to work.
I created a new Azure windows VM (making sure to launch it into the virtual network that has access to the site 2 site vpn). Logged into Azure portal from a browser on this VM, did the express install of a Integration Runtime onto this VM.
Now Data Factory can connect to the remote MS SQL over the VPN without installing anything at the remote site.
Thanks
~Randy