Do staging, data refinement and reporting all from SQL DW. You can scale compute power up when needed (i.e. during staging, data refinement, or large number of users doing reporting) or down to save costs (i.e. nights and weekends when user reporting is low). The pros of this option are by reducing the number of technologies you are building a simpler solution and reducing the number of copies of the data. The cons are since everything is done on SQL DW you can have performance issues (i.e. doing data refinement while users are reporting), can hit the SQL DW concurrent query limit, and can have a higher cost since SQL DW is the highest-cost product, especially if you are not able to pause it. Pausing it reduces your cost to zero for compute, only having to pay for storage (see Azure SQL Data Warehouse pricing), but no one can use SQL DW when paused
Click through for three other architecture ideas.