Hey,
Since your file delimiter is || and ADF till date supports only single character for column delimiter,
for you to consume the file into synapse ; I would suggest the below steps:
1) Create a blob storage
2) Copy the file from On prem into blob storage as is ( use binary type in dataset as source and sink)
3) In synapse create external table and all its necessary parameters :
https://learn.microsoft.com/en-us/azure/synapse-analytics/sql/develop-tables-external-tables?tabs=hadoop
You can specify || as the field delimiter in synapse which is what we require
4) Create a Stored procedure that would load data from external table into your actual table
5) Call that SP in ADF after file copy activity