A thing that can make migrations to the cloud a bit more difficult, is that Azure SQL databases are basically a contained datastore (you would call it a “contained database” when you run it on-premise). This means that you (by default) can’t connect from one database to the other. This could mean that you need to rewrite your applications or stored procedures, or maybe even redesign your entire database/application/domain model.
This also means that running a stored procedure from the Ola Hallengren’s maintenance solution can only be done on the specific database, and not from the master database like the on-premise version does. These small challenges can be overcome, but it does mean code-duplication in your databases because the maintenance procedures need to be deployed to every single database.
Read on for more observations regarding Azure SQL Data Warehouse.