@Malcolm Cavin Thanks, Currently AML studio doesn't support Azure Database for MySQL as shown below.
Using Azure machine learning python SDK here is the doc link Register and create a datastore to easily connect to your storage account, and access the data in your underlying storage service.
Supported cloud-based storage services in Azure that can be registered as datastores:
Azure Blob Container
Azure File Share
Azure Data Lake
Azure Data Lake Gen2
Azure SQL Database
Azure Database for PostgreSQL
Databricks File System
Azure Database for MySQL
Also MySQL is only supported for pipeline DataTransferStep and For unsupported data source, we are recommended to use Azure Data Factory to copy the data over to one of our supported Azure data source.
Also Python + Azure Database for MySQL: https://techcommunity.microsoft.com/t5/azure-database-for-mysql/python-azure-database-for-mysql/ba-p/841926