Perform the following in the Azure Console:

1. Go to SQL servers
2. For each SQL server, click on Active Directory admin
3. Click on Set admin
4. Select an admin
5. Click Save

Perform the following in Azure PowerShell:

For each Server, set AD Admin.

Set-AzureRmSqlServerActiveDirectoryAdministrator -ResourceGroupName <resourcegroup name> -ServerName <server name> -DisplayName <Display name of ADaccount to set as DB administrator>

References:

1. https://docs.microsoft.com/en-us/azure/sql-database/sql-database-aad-authentication-configure
2. https://docs.microsoft.com/en-us/azure/sql-database/sql-database-aad-authentication
3. https://docs.microsoft.com/en-us/powershell/module/azurerm.sql/get-azurermsqlserveractivedirectoryadministrator?view=azurermps-5.2.0
4. https://docs.microsoft.com/en-us/powershell/module/azurerm.sql/set-azurermsqlserveractivedirectoryadministrator?view=azurermps-5.2.0