Are you getting two different errors?
default auth error usually means you you need to explicitly set the providers in either the data or resource objects as well, or you're missing a depends_on attribute. I think for both cases it is the latter. 

i.e.

data "databricks_cluster_policy" "personal" {
depends_on = azurerm_databricks_workspace.example
name = "Personal Compute"
}

same goes for databricks_cluster_policy.

Can you give this a try?