Issue connecting to Azure SQL using Azure AD

I’ve been trying to get our Octopus Deploy install moved towards HA. Step one for that has been trying to get the DB into Azure SQL. We’ve been successful in replicating it, however however our luck with authentication has not been as good. Trying to connect to it, I am getting the following error after a period of time.

We have validated that we can (by interactively trying) log in with that user. Has anyone had luck getting this to work?

2020-02-27 20:03:15.2505 3544 7 FATAL Integrated Windows authentication supported only in federation flow.
AdalException: Integrated Windows authentication supported only in federation flow.
at ADALNativeWrapper.ADALGetAccessToken(String username, IntPtr password, String stsURL, String servicePrincipalName, ValueType correlationId, String clientId, Boolean* fWindowsIntegrated, Int64& fileTime)
at System.Data.SqlClient.ActiveDirectoryNativeAuthenticationProvider.<>c__DisplayClass2_0.b__0()
at System.Threading.Tasks.Task`1.InnerInvoke()
at System.Threading.Tasks.Task.Execute()