We have Databricks set up and running on Azure. Now we want to connect it with RDS (AWS) to transfer data from RDS to Azure DataLake using the Databricks.

I could find the documentation on how to do it within the same cloud (Either AWS or Azure) but not cross cloud.

So was wondering what would be the best approach. Also, the RDS has additional layer of basic http authentication for additional security.

Highly appreciate the help.