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Azure SQL dB referencing ODBC Linked Server on VM(IaaS)?

Migrating on-prem SQL dB to Azure SQL dB (PaaS). On-prem setup uses ODBC driver, referenced by Linked Server to remote connect to 3rd party source using OPEN QUERY statements.

Azure SQL dB (PaaS) has no physical server to install the ODBC driver blocking the solution.

Setup Azure VM with SQL, installed ODBC Drivers + Linked Server and can successfully OPEN QUERY statements. Just need to execute the statements from the PaaS dB now. Is there a known workaround for a PaaS Linked Server to reference Linked Server on another machine (VM) and get the external access this way.

Any ideas?

Investigating a little deeper.

Evidently cross databases queries or elastic queries from a Azure SQL dB (PaaS) might be adequate to use a Linked Server on a VM. Once tested will update this post