Unable to connect to the destination mentioned in the KeyVault URL

%3CLINGO-SUB%20id%3D%22lingo-sub-328449%22%20slang%3D%22en-US%22%3EUnable%20to%20connect%20to%20the%20destination%20mentioned%20in%20the%20KeyVault%20URL%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-328449%22%20slang%3D%22en-US%22%3E%3CP%3EI%20am%20trying%20to%20use%20the%20Dynamics%20365%20Data%20export%20service%20to%20connect%20with%20my%20Azure%20SQL%20with%20Azure%20AD%20connection.%3CBR%20%2F%3E%3CBR%20%2F%3EWhen%20following%20this%20tutorial%20%3A%26nbsp%3B%26nbsp%3B%3CA%20href%3D%22https%3A%2F%2Fwww.youtube.com%2Fwatch%3Fv%3Dtxms2Yvn6Vc%26nbsp%3B%22%20target%3D%22_blank%22%20rel%3D%22noopener%20nofollow%20noreferrer%22%3Ehttps%3A%2F%2Fwww.youtube.com%2Fwatch%3Fv%3Dtxms2Yvn6Vc%26nbsp%3B%3C%2FA%3E%3CBR%20%2F%3Eand%20many%20more%3B%20i%20figured%20out%20how%20to%20export%20my%20D365%20data%20export%20service%20but%20this%20tutorial%20is%20based%20on%20my%20SQL%20user.%20When%20I%20try%20to%20use%20a%20Azure%20AD%20user%20to%20do%20the%20authentication%20I%20keep%20getting%20the%20error%20%22Unable%20to%20connect%20to%20the%20destination%20mentioned%20in%20the%20keyvaul%20URL%20error%22%3C%2FP%3E%3CP%3E%26nbsp%3B%3C%2FP%3E%3CP%3EWhat%20I%20did%20ATM%20is%20%2C%20used%20the%20D365%20Powershell%20script%20like%20the%20tutorial%20mentioned%20to%20create%20a%20keyvault%20with%20the%20connection%20string%20and%20paste%20the%20keyvault%20url%20inside%20my%20D365%20settings%20to%20validate.%3CBR%20%2F%3E%3CBR%20%2F%3EThis%20works%20if%20i%20use%20the%20second%20connection%20string%20in%20the%20pic%20below%26nbsp%3B%3CBR%20%2F%3E%3CIMG%20src%3D%22https%3A%2F%2Fdocs.microsoft.com%2Fen-us%2Fazure%2Fsql-database%2Fmedia%2Fsql-database-connect-query-dotnet%2Fadonet-connection-string2.png%22%20border%3D%220%22%20alt%3D%22Image%20result%20for%20azure%20sql%20database%20connection%20string%22%20%2F%3E%3C%2FP%3E%3CP%3EBut%20when%20I%20do%20the%20exact%20same%20thing%20with%20an%20Active%20directory%20connection%20string%20(second%20connection%20string%20in%20picture)%20This%20does%20not%20work%20!!%3C%2FP%3E%3CP%3EInside%20the%20SQL%20server%20I%20ensured%20that%20my%20Azure%20AD%20user%20has%20active%20directory%20admin%20roles.%20And%20the%20userID%20I%20use%20inside%20my%20connection%20string%20has%20all%20the%20rights%20inside%20the%20server%20and%20database%20to%20do%20the%20minimum%20for%20D365%20Export%20service%20(create%2C%20insert%20table%2C%20....)%3C%2FP%3E%3CP%3EBut%20still%20i%20got%20a%20fail%20inside%20my%20D365%20.%20Tried%20everything%20ATM%20don't%20know%20where%20to%20look.%20Any%20body%20who%20had%20the%20same%20issues%20as%20me%20%3F%20OR%20know%20which%20step%20I%20am%20missing%20%3F%3C%2FP%3E%3C%2FLINGO-BODY%3E%3CLINGO-LABS%20id%3D%22lingo-labs-328449%22%20slang%3D%22en-US%22%3E%3CLINGO-LABEL%3EAzure%20Active%20Directory%3C%2FLINGO-LABEL%3E%3CLINGO-LABEL%3EAzure%20Key%20Vault%3C%2FLINGO-LABEL%3E%3CLINGO-LABEL%3EAzure%20SQL%3C%2FLINGO-LABEL%3E%3CLINGO-LABEL%3EIdentity%3C%2FLINGO-LABEL%3E%3CLINGO-LABEL%3EMicrosoft%20365%3C%2FLINGO-LABEL%3E%3CLINGO-LABEL%3ESecurity%3C%2FLINGO-LABEL%3E%3C%2FLINGO-LABS%3E
Occasional Contributor

I am trying to use the Dynamics 365 Data export service to connect with my Azure SQL with Azure AD connection.

When following this tutorial :  https://www.youtube.com/watch?v=txms2Yvn6Vc 
and many more; i figured out how to export my D365 data export service but this tutorial is based on my SQL user. When I try to use a Azure AD user to do the authentication I keep getting the error "Unable to connect to the destination mentioned in the keyvaul URL error"

 

What I did ATM is , used the D365 Powershell script like the tutorial mentioned to create a keyvault with the connection string and paste the keyvault url inside my D365 settings to validate.

This works if i use the second connection string in the pic below 
Image result for azure sql database connection string

But when I do the exact same thing with an Active directory connection string (second connection string in picture) This does not work !!

Inside the SQL server I ensured that my Azure AD user has active directory admin roles. And the userID I use inside my connection string has all the rights inside the server and database to do the minimum for D365 Export service (create, insert table, ....)

But still i got a fail inside my D365 . Tried everything ATM don't know where to look. Any body who had the same issues as me ? OR know which step I am missing ?

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