You can't use databricks Access Connector or Managed Identity. 

There is option to use managed Identity but I don't believe it is very secure.

In managed resource group you can find Managed Identity ( one per workspace) that is being attached to Clusters ( VM) , you can try to grant access for this identity to your DB and get token in code , then pass it to spark read jdbc.

I have heard that with Unity federation both Oauth + data write will be possible infuture but not who knows when it will happpen 😞