@JPP Thank you for posting your query. From my understanding you are trying to use a connect engine from an external machine to an azure database.
The best way to resolve this would be to use a proxy layer like MaxScale or ProxySQL in the middle as Azure DB for MariaDB requires username in the form username@servername. You can also refer to this blog for more details. Please note that the blog is written for MySQL, but it applies to MariaDB as well
Why is username@servername required to connect to Azure Database for MySQL? - Microsoft Tech Community
Please let us know if that is helpful
Regards,
Oury