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.
|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