Connecting Azure Cognitive Search to SQL Server on Azure Virtual Machines?

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I need to connect an Azure AI Search service to an SQL server database residing in a virtual machine in a private virtual network. The specific resource I need to connect to is Microsoft.SqlVirtualMachine.

I haven't found any information in Azure's documentation showing how to connect to an SQL server in a VNET from AI Search. Most documentation on private connections is focused on how to connect to other Azure PaaS resources through private links, but we are dealing with an SQL Server in a virtual machine.

We have tried adding a private endpoint to the search service, it successfully connects to the private network. However, it looks like access to the SQL server is still not possible as the available data sources dropdown does not give us that option.

Here is also a tutorial that outlines how to connect through a public connection, I would need the same thing but over a private.

Is what I am trying to achieve possible and if so, what are the steps involved?

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Gia Mondragon - MSFT On

Unfortunately, VMs do not support Private-link creation and for Private Endpoints to be supported, this is a requirement. Please review the supported Private Endpoint resources here. So, today the only way to pull data connected from a VM is only through a public connection as outlined in the tutorial you've shared or from an Azure SQL instance to support end to end shared private link connections.