So I found my problem(s).  

1. I had a local environment variable called "DATABRICKS_HOST" that was set to the wrong URL.
2. My Databricks runtime version and the databricks-connect version were not the same.  When I made them both 15.4.x, everything works as expected.
3. Using the "Upload and Run File" option of the Databricks extension was exactly what I needed - it uses the environment variables present on the connected Databricks cluster itself (connected to Databricks secret scopes).  So that issue was solved as well.

There is still some question around the "sync" that seems to go on forever in VS Code until you cancel the "sync" task in VS Code, but this is not a show-stopper.