Hi @Lakshmi Narayana Sarma Bhamidipati,
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. Accepted answers show up at the top, resulting in improved discoverability for others.
Issue: after creating login in Azure SQL server, getting error while login to DB using SSMS
Solution: Modify the code as ALTER ROLE db_owner ADD MEMBER [john_doe]; and disable Zscaler.
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