We used Azure Key Vault to store the secret for connecting to ADLS Gen2 https://docs.azuredatabricks.net/user-guide/secrets/secret-scopes.html#create-an-azure-key-vault-backed-secret-scope. An even better solution today is probably to use AAD Passthrough security with ADLS Gen2: https://docs.azuredatabricks.net/administration-guide/cloud-configurations/azure/credential-passthrough.html.
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