Thanks for you quickly answer! I'm curious about the Security Groups.

There are two security Groups: One that I must create and indicate it to Terraform and the second is Created By Terraform and the description is: Data Plane VPC endpoint security group. 

1) Which one must have 443, 2443, 6666, 8443, 8444, 8445-8451 ports opened?

2) Which should be the Destination?

I have this configuration:

Data Plane VPC endpoint security group

Security Group Created for Databricks Network (Workspace)

There are correctly configurated?