Ahmed Mahmoud performs networking wizardry:
Customer wants to connect Azure Data Factory on one subscription to an Azure SQL Server on Virtual Machine (SQL VM) on another subscription. check out the architecture diagram below for more clarification.
Click through for that diagram as well as the process. And between VNet peering and Private Link, I believe (but could be wrong in saying) the traffic would never leave Azure-hosted machines even when it transits between subscriptions.
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