In my current setup I connect to an Azure SQL Server using Authentication=Active Directory - Integrated. This method of access only allows access to a single database at a time. The architecture was migrated from an on premises SQL server environment with changes to make cloud development feasible, but still analytics and debugging must occur across databases. Typically one would simply do a cross database join with a legacy SQL Server configuration, possibly involving link servers if the databases were on separate servers. In the cloud or azure you are supposed to use Elastic search or avoid the architecture designs that make this needed. On the source data I only have read access which is a problem since you need ALTER ANY EXTERNAL DATA SOURCE permission so I am thinking I may have to resort to an ETL tool to perform this type of join, but wondering if there are other options or tools that allow one to essentially perform cross database or cross server joins in azure with only read access.
What are some ideas for performing these types of joins given only read access?