The Azure SQL Data Warehouse Sink Connector seems to use the JDBC driver to insert data using INSERT INTO.
And Azure Synapse Analytics Sink Connector seems to do the same thing – it’s a little unclear if these two connectors are in fact the same.
But typically, with anything but a non-trivial data volume, you’ll want to use COPY INTO to ingest blobs using a staging mechanism.
Are there plans to provide such a connector? It exists for Snowflake.