Not sure if you should use your own server / VM or Azure SQL Database (Single or Elastic Pool)? Perhaps you’d benefit from an Azure SQL Managed Instance (hopefully not, due to price, but can still be better value and resourcing than On-Premises servers) or Azure Synapse (extended from SQL Data Warehouse).
Don’t worry, we can not only advise, but actually set it up and configure it for best practices and architecture.
