@Michael L​ 

Yes, it is possible to reference the current file name in the SELECT statement when using the COPY INTO statement. The placeholder for the current file name is @1. You can use this placeholder in your SELECT statement to reference the current file name. Here is an example of how to use it:

COPY INTO my_table
FROM (
  SELECT key, index, textData, 'constant_value', @1 AS file_name
  FROM 'abfss://container@storageAccount.dfs.core.windows.net/base/path'
)
FILEFORMAT = CSV
PATTERN = 'folder1/file_[a-g].csv'
FORMAT_OPTIONS('header' = 'true')

In this example, the @1 placeholder is used to reference the current file name and it is aliased as file_name in the SELECT statement. This value will be inserted into the my_table target table as a column.