An Azure service for ingesting, preparing, and transforming data at scale.
Hello @na and welcome to Microsoft Q&A.
As I understand, you are looking for a platform/service to run Python, fetch records from a database, and for each record fetched, interact with an api.
You have not mentioned which flavor of database (Azure SQL, on-prem SQL, noSQL, Cosmos, oracle, etc.). Some services have inbuilt integrations with certain database types.
You have mentioned Databricks, but I question whether it really needs ADF. I am mostly confident you can do your entire ask in Databricks alone, without ADF. Databricks does have some database integrations.
Azure Synapse also runs Python, and has integrations with multiple azure database products. Depending upon your database, it might even be hosted in Synapse! Synapse is like ADF and Databricks put together with other stuff too.
If you want something more bare-bones, you could try Azure Batch. Or even get your own VM. For those you bring your own code, and other stuff.
As to whether to use Azure Functions, I do have some concerns. Mainly about how long you expect the execution to take and which trigger method. There are some timeout durations to worry about, mostly on Consumption plan and http trigger. Durable functions may help. Azure Functions is outside my area of expertise, so it may still be valid options.
I'm sure there are other options as well.