When creating a linked server over a private endpoint from a Azure SQL Managed Instance to an Azure SQL DB database there’s one very important think to keep in mind. The username will not be in the “normal” format. When creating a linked server between an MI and SQL DB you need to append “@servername” to the end of the username in the linked server properties.
If your SQL DB servername was “devsql1” and you were using a login of “link1” to connect to the server you would need to use the username of “link1@devsql1” when you create the linked server on the Azure SQL Managed Instance.
I this the same when you create a linked server on SQL MI pointed to an on-prem SQL Server.
This syntax is specific to Azure SQL DB (and the open-source SQL DB solutions). An on-premises SQL Server wouldn’t handle username@servername correctly.
Thank you very much, very helpful!