We are currently hosting our Sitecore 9.1 initial release on premises, but want to move the complete solution into Azure. We want to use public services and not put our solution in an ASE. To secure our database as much as possible we want to use SQL connection with managed identity as described in this blog post. https://docs.microsoft.com/en-us/azure/app-service/app-service-web-tutorial-connect-msi
Does anybody know if this is possible with Sitecore? Most important is to secure the xDB databases (shards).