Hi Talla,
Symbolic links are supported via SFTP. I did some research trying to find a guide for the process but I only got this:
https://learn.microsoft.com/en-us/azure/data-factory/connector-sftp
Please take a look and see if it helps.
If the issue remains, I would suggest that you try a MS support ticket. You may find phone number for your region accordingly from the link below.
Global Customer Service phone numbers:
https://support.microsoft.com/en-us/help/13948/global-customer-service-phone-numbers
Thanks for your understanding.
Best Regards,
Danny
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