Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
Your exact requirement is documented here
The steps you have specified are correct except for one step.
- The only change you must make note is that,
- You should use "database.windows.net" instead of "privatelink.database.windows.net" Forward Lookup Zone
Kindly let us know if this helps or you need further assistance on this issue.
P.S: In case you are planning to use P2S and not ExpressRoute, please do let me know as that would require some additional configurations
Thanks,
Kapil
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