I have created an Azure tenancy and configured the following:
Azure AD with:
I had the federation flow message until I set the domain account to use for the "Active Directory admin" setting in the Azure Sql Server features screen. Then I was able to connect using SSMS running under this account.
Note: To simplify running SSMS as this other user I used runas: C:\Windows\System32\runas.exe /savecred /user:YourAdAdminUser@YourDomain.com "C:\Program Files (x86)\Microsoft SQL Server Management Studio 18\Common7\IDE\Ssms.exe"
Running as this user, I connected using the SSMS authentication option, "Active Directory - Integrated". From here I ran the following in the master db:
CREATE USER [YourAdAdminUser@YourDomain.com] FROM EXTERNAL PROVIDER WITH DEFAULT_SCHEMA = dbo
Then I connected to same server in SSMS using local SQL Authentication, logging in with the account set as the "Server admin" for the Azure Sql Server instance. From here I ran alter role commands in master db:
ALTER ROLE dbmanager ADD MEMBER [YourAdAdminUser@YourDomain.com]
ALTER ROLE loginmanager ADD MEMBER [YourAdAdminUser@YourDomain.com]
Now I could go back to the to SSMS running as the AD Admin user and from there I could run CREATE USER commands as above but for other domain accounts:
CREATE USER [OtherAccount@YourDomain.com] FROM EXTERNAL PROVIDER WITH DEFAULT_SCHEMA = dbo
You can decide which database to run the above (e.g., master and your non-system databases).
The domain users can now log in using "Active Directory - Integrated". Note if you add a domain user that is configured for MFA, then for that user to log on using SSMS they should select the SSMS authentication option, "Azure Active Directory - Universal with MFA", and their username should be with an "@" not backslash.
Got an update from Azure Support:
It's not working because:
So, you could add 2-3 low power VM's to achieve AD + ADFS + AAD + AAD-DS but that's definitely not the ideal way.
If I get information on future plans, I'll share them here.
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Have the same issue and some open tickets. Will update this answer once I get additional information.
As of today, only a federated setup is supported as documented here. You have to establish an ADFS setup using AD Connect.
That's something AAD-DS should provide for a cloud-only solution. AAD-DS is still preview...