Worker Thread Exhaustion and sp_invoke_external_rest_endpoint

Louis Tochon runs out of worker threads:

With SQL Server 2025, Microsoft lets the database engine call an AI model by itself. sp_invoke_external_rest_endpoint sends an HTTPS request straight from T-SQL, to Azure OpenAI or to any other REST service, so an embedding or a completion no longer needs application code in between.

But what happens under heavy pressure, when hundreds of sessions make that call at the same moment and the model takes its time to answer? I ran this scenario on SQL Server 2025 and on Azure SQL Database, with the same procedure and the same load script. The two platforms do not react the same way at all.

Click through for three tests, covering SQL Server 2025 with and without Resource Governor, as well as Azure SQL Database.