Just for others to be aware, databricks will ignore file triggers that contain SFTP events. It only respects HTTPS events in the storage account file arrival trigger. So you MUST use external solution.

Note: file event means Azure Event Grid drops a message into the storage queue, to which databricks external locaiton is subscrubed to. If queue message has "BlobPut" and similar predefined event types, that databricks respects, it will trigger the job. If not, it will not. So SFTP events are ignored.