Hi Vasantha, unfortunately Azure SQL “multi-tenant” requires TCP 1433 and you cannot change it. If your firewall blocks it, you have two practical ways:
-Private Endpoint + VPN/ExpressRoute-
Create a Private Endpoint for your database in a VNet.
Connect your on-premise network to that VNet via Site-to-Site VPN or ExpressRoute.
At this point the traffic to the database travels inside the encrypted tunnel on port 1433 but does not “exit” to the Internet, so it is not blocked.
-Jumpbox / Bastion + SSH Tunnel-
Put a Windows/Linux VM in Azure with 1433 open only on RDP/SSH.
Open only the VM management port on your network (e.g. 3389 or 22).
From there you create an SSH tunnel (or RDP port-forwarding) to the Azure database on 1433, and point SQLAlchemy to localhost.
Alternatively you can consider a managed instance (on native VNet) or an integration gateway (Data Factory Self-Hosted Integration Runtime), but the two solutions above are the most streamlined.