For this project, we have several Azure SQL Databases configured to send logs and metrics to a Log Analytics workspace. You can execute KQL queries against the workspace in the Log Analytics user interface in the Azure Portal, a notebook in Azure Data Studio, or directly through the API. The resulting format of the data downloaded from the API leaves something to be desired (it’s like someone shoved a CSV inside a JSON document), but it’s usable after a bit of parsing based upon column position. Just be sure your KQL query actually states the columns and their order (this can be done using the Project operator).
Click through for an example of moving this resultant data into Azure Storage.