Azure supports this cross database query feature since 2015 but needs some extra setup to work and Elastic Query.
The first step is create a security credential:
CREATE MASTER KEY ENCRYPTION BY PASSWORD = '<password>';
CREATE DATABASE SCOPED CREDENTIAL DB2Security
WITH IDENTITY = '<username>',
SECRET = '<password>';
The "username" and "password" should be the username and password used to login into the DB2 database.
Now you can use it to define a external datasource, so DB1 can connect to DB2:
CREATE EXTERNAL DATA SOURCE DB2Access
WITH (
TYPE=RDBMS,
LOCATION='myservernotyours.database.secure.windows.net',
DATABASE_NAME='DB2',
CREDENTIAL= DB2Security);
Finally, you map the TB1 as a external table from the DB2 database, using the previous external datasource:
CREATE EXTERNAL TABLE dbo.TB1FromDB2(
ID int,
Val varchar(50))
WITH
(
DATA_SOURCE = DB2Access);
You can also accomplish this using the Azure SQL Data Sync, but the data are replicated in one single database and this feature are still a preview version (May/2018) and you always see oldest data (the minimal configurable interval for each synchronization is 5 minutes).