SSIS Package Connection String from Azure VM to Azure SQL DWH Destination Issue

Experiencing connection issues when running SSIS package (via SQL Agent) on Azure VM with sql installed and the destination is the new SQL Azure DWH (PaaS)

We know:

  • SSIS Package works on-prem to on-prem, on-prem to Azure SQL DWH
  • Can connect to Azure SQL DWH from SQL VM with ODBC, SSMS

Problem

  • To override the SQL Agent account running the SSIS Package in SQL Agent. We use the credential method, proxy, run as proxy - traditional method. However we can only connect to the Azure SQL DWH (PaaS) with local sql account and therefore unable to set this up as a credential on the SQL VM. Obviously without a means to authenticate it will fail

Any ideas?