I deployed an OData web service to Azure that pulls data from my on premise SQL server via Azure Hybrid Connections, and then set up an External Content Type in Visual Studio that connects to the Azure web application. Everything works great until I apply authentication to my web application on Azure. I set up authentication with an Azure directory that has the same users as I'm using in SharePoint Online, but now I'm getting "An error occurred while retrieving data" messages.
Any idea how I could handle authenticating to Azure from an OData External Content Type?