Thanks @User16502773013 @jacovangelder 

That is something interesting to know that Lakehouse Federation does not support UPSERT(merge into...)!!

@jacovangelder  I think with above approach(link shared by you) only support "append" and "overwrite", but the requirement here is to perform UPSERT (execute some custom sql).

There is one more way that can be done and its through pyodbc connection after installing odbc driver(odbc criver 17 for sql server). Not sure is there any drawback compared to JDBC but we can run the same code on shared mode.