Download Microsoft JDBC Driver 8.4 for SQL Server from Microsoft SQL Docs (https://docs.microsoft.com/en-us/sql/connect/jdbc/release-notes-for-the-jdbc-driver?view=sql-server-ver15#84).
Installation procedure
Stop DataSpiderServer and DataSpider Studio.
Copy mssql-jdbc-8.4.<version>.jre8.jar to $DATASPIDER_HOME/server/plugin/data_processing/modules/sqlazure_adapter directory.