Hi ,
How are you doing today? as per my understanding, this isn't an Azure firewall problem, so adding IP ranges won't help. That's also why opening 0.0.0.0 to 255.255.255.255 made no difference.
The real reason is on the Databricks side. Free Edition runs only on serverless compute, and its outbound access is locked down to a small set of trusted domains. So your connection to Azure SQL never actually leaves Databricks, and Azure never even sees the request. Your local VS Code works because your laptop has normal internet access.
Free Edition also doesn't allow private networking or stable outbound IPs, so there's no specific IP you can whitelist to fix this.
If you just need to test the connection, try it from a Databricks trial or paid workspace. There you can set up a Network Connectivity Config (NCC) to get stable egress IPs, and those are the IPs you'd add to your Azure SQL firewall rule. On Free Edition, the safer path is to stick with data that already lives inside Databricks, like Unity Catalog, sample datasets, or file uploads.
Official limitations doc for reference: https://docs.databricks.com/aws/en/getting-started/free-edition-limitations
Hope this helps!