Hi, @Prakash M, Bhanu Thanks for the question and for using the MS Q&A platform.
As per my understanding, you are facing an issue while connecting the Azure target server using DMA.
Errors suggest the SQL login that you are using does not have permissions to run the TSQL
does the login have a sysadmin role assigned?
You can check this document on how to assign and give it a try.
Please let me know if you find any issues or need any additional information
Regards
Geetha