Run the attached script to confirm the type of Azure SQL is being used.
If EngineEdition returns 'Azure SQL Database', then use the web application to make the cloud-to-cloud connectivity. Login to Spotlightcloud.io and click Account Setting at the top-right corner of the screen. Under Connections page, establish the connection. Note, this connection is temporarily in the limited feature set deployment.
If EngineEdition returns 'Azure SQL Managed Instance', then use the Spotlight Cloud Diagnostic app tool and ensure to use the 'Azure SQL Managed Instance' connectivity type to establish the connection.