The LIBNAME error suggests that the SAS product SAS/ACCESS to ODBC is not installed. You can check what SAS products are installed by running this SAS program:
proc product_status;
run;
However in DataFlux you can also set up a direct ODBC data connection as described the documentation link I sent you. This way does not require SAS/ACCESS to ODBC. As long as you have an installed Azure ODBC driver and a DSN defined it should just work.
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