Hi @Oscar Nicolas , welcome to Microsoft Q&A forum.
Cross database query by mentioning the database name in the query is not supported in Azure SQL Database, however we can do cross database query using elastic queries through external tables.
Please refer to below article on how to implement it:
Cross Database Queries in Azure SQL Database
Read more about elastic query:
Azure SQL Database elastic query overview
Please let us know if this helps or else we can discuss further.
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