I don't know if I am on the right track (I can't believe how difficult this was), but according to this documentation, a redirect URL for Copilot in Visual Studio according to this extention guide could be: http://127.0.0.1:33418  and https://vscode.dev/redirect  .

We could try to enter these in the Databricks OAuth application. The question is however still what the mcp.json config would be. Copilot gives me some suggestions, but they not even worth trying. The Command Palette Wizard for MCP servers also crashes.