Requirements

Check your SQL Managed Instance fulfills the following requirements.

Open port 1433

If Windows Firewall is set up to block traffic by default on the Spotlight Cloud Diagnostic Server host then in Windows Firewall | Advanced Settings add new inbound and outbound rules to open port 1433.

Configure connectivity from the Spotlight Cloud Diagnostic Server to the Azure SQL Managed Instance.

Environment Instructions
Follow these instructions if the Diagnostic Server is installed on a VM in Azure (preferred) https://docs.microsoft.com/en-us/azure/azure-sql/managed-instance/connect-vm-instance-configure
Follow these instructions if the Diagnostic Server is installed on-premise. https://docs.microsoft.com/en-us/azure/azure-sql/managed-instance/point-to-site-p2s-configure

Azure Active Directory authentication

Download and install Microsoft Azure Active Directory Authentication Library for SQL Server in the Spotlight Cloud Diagnostic Server application host before connecting to an Azure SQL Managed Instance via Azure Active Directory authentication. Click here to download