I have faced the same issue with Azure Synapse Serverless when querying data lake based external tables (similar if not the same in nature to the OPENROWSET). The queries were hanging for days. Medium priority ticket was resolved by Microsoft engineers on the next day (pretty fast response).
The RCA below - it doesn't look like something that could be addressed without help from the engineering team.
"We identified a FE failover and fixed the issue from our end. Hence, there was a disconnect between the execution nodes which resulted in not generating a query plan and fetching the data remotely.
This is an intermittent issue and may not occur repeatedly.
Next Steps:
We are continuously taking steps to improve the Microsoft Azure Platform and our processes to help ensure such incidents do not occur in the future."
Many thanks,
Rob