SF On Premise, End Product (runtime configuration) in Azure, how?

Currently we have the development environment on a local SQL Server Environment (On Premise). The product is targeting the Azure environment (Azure SQL database & App Service).

For testing purposes I want to be able to attach a project (branch) to an Azure SQL Database. Problem here is that it's kinda mixed mode: The SF-databases uses the Windows Active Directory (AD), whereas the Azure environment uses ‘rdbms’ users.

When I set up the ini file I sort of have the following:

metasource = sf
server = dev-server
database = software_factory
authentication = mswindows
project = branch
language = eng
rdbms = sqlserver
executionmode = developer

Problem here I use mswindows as authentication. But the Azure SQL Server uses ‘rdbms’.

I have a kind of a hack for it; I’ve added the same user/login to the on premise environment with matching name and password. That works, but I would prefer to use different credentials for the Azure environment.

Is there a way to do this? Or should I see if it's possible to bound the Azure environment to our local Active Directory? (https://docs.microsoft.com/en-us/azure/sql-database/sql-database-aad-authentication-configure?tabs=azure-powershell) (If it's possible, not sure)

Or in general, is this the way to do this?