Hello Gene, Emilian here with Okta's Customer Support Team, thank you for reaching out to us. Regarding the matter you've addressed, from what I know Azure SQL uses Azure AD; I have been able to find something that may be able to assist you on this. I found this link from a Microsoft Support article for Integrating Okta and Azure AD. There is mention that you can plug in Okta in Azure AD B2C. There will have to be a custom profile created for this. You can view the links for this below: https://social.msdn.microsoft.com/Forums/azure/en-US/ee6bfd3f-3c4a-4201-9800-8189e67b4dea/how-can-we-integrate-okta-as-idp-in-azure-ad?forum=WindowsAzureAD https://docs.microsoft.com/en-us/azure/active-directory-b2c/active-directory-b2c-overview-custom
Unfortunately, for the time being Okta does not have an app for Azure SQL and this is likely something that can only be used with ADFS. However, I'd also recommend confirming with Microsoft Support. They may be able to confirm if this works or not when using a third party identity provider.
Should you have further questions towards this matter, I would recommend raising a support ticket.
Thank You & Regards,
Emilian Aldea Technical Support Engineer Okta Global Customer Care