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Happy to answer your questions.
Thanks for your query. As per my understanding, it is not possible to change/move Azure resource to another location.
Here is a user voice feedback thread related to same. I would recommend you to please up-vote/comment on this, to increase the priority of the feature request.
Feature request: https://feedback.azure.com/forums/907195-azure-migrate/suggestions/18913057-move-resource-s-to-another-location
The only possible way is to delete and recreate your Azure Data Catalog resource (only admins can do this), but this will result in loss of your existing information.
Additional info: Please refer to below GitHub sample to see if that can help to export and import your existing information.
A sample about how to use the Azure Data Catalog REST API to fetch information from the Azure Data Catalog and how to register items with the catalog.
Hope this info helps.
Source : MSDN – Azure Data Catalog