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Connection to cloud based SQL Server database using VBA

Hi Guys

This is my first post on this forum, so please bear with me if I may not have inadvertently followed the established guidelines.

Not sure if this falls under this category but hopefully does.

I am trying to establish a connection to a cloud based SQL Server database with multi factor authentication. I successfully created a DSN to it and it works when tested manually. However, when I tried to connect to it using VBA code (through Excel (Office 365)) with the DSN or using OLEDB connectivity, it wouldn't connect - always errored out!

Is a connection string available that I can try and to connect to it through Excel VBA.

Best regards