Hi @john john ,
You can refer to the following document to create an authenticated API (I would use a .NET API project), making sure to use keep the connection strings in the project configuration (web.config/settings .json)
https://flow.microsoft.com/en-us/blog/on-premise-apis/
Deploy your API to Azure. Keep the connection string the same. Azure should resolve the connection string and route traffic through the gateway. Then create a web part that calls the authenticated API to query the data.
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