Are you getting this error from Azure SQL Server?
Login failed on ServerName.database.windows.net.DatabaseName Please verify that the shards are accessible and that the credential information affiliated with external data source ExternalDataSourceName is correct.
When I ran into this error while migrating a SQL Server instance to Azure and designing External Tables, it was because the user I specified as the IDENTITY during DATABASE SCOPED CREDENTIAL creation had a different password that the LOGIN of the same name in the Master database.
Say we create a user in the Master database like this:
CREATE LOGIN ExternalTableAdministrator WITH PASSWORD = 'Nr26MY4@Q407inLE83[I7L$~5j5UL';
Later, when creating a database-scoped credential (and specifying this user as the identity), make sure to use the same password:
CREATE DATABASE SCOPED CREDENTIAL [ExternalTableCred] WITH IDENTITY = 'ExternalTableAdministrator', SECRET = 'Nr26MY4@Q407inLE83[I7L$~5j5UL'; GO