Since the dblib driver should connect to SQL Server “out of the box,” you’re likely looking at a need to allow the remote connection into your Azure SQL instance. I found this documentation page.
To get the exact error message, you should SSH into your Azure Linux server and check the DreamFactory log. Post the error(s) here, and we can troubleshoot from there.
Once you’ve SSH’ed into your Azure Linux machine, you can also telnet to the IP/hostname where your DB is hosted on port 1433 to test/confirm the connection is being allowed.