The correct option is No. This is because you cannot assume that the telemetry from Azure Application Insights and the Intelligent Insights experience for Azure SQL will be available for ad hoc querying with Transact-SQL by default.

Azure Application Insights stores its telemetry in Azure Monitor Logs and is queried with the Kusto Query Language through the Logs experience or the API. That makes KQL the native query language for Application Insights telemetry and not T-SQL.

Azure SQL Database Intelligent Insights provides built in performance diagnostics and recommendations in the Azure portal and integrates with Azure Monitor for alerts and summaries. It is not delivered as a generic set of tables that you can query with T-SQL for ad hoc telemetry analysis unless you explicitly export or route the telemetry into a SQL store.

Yes is incorrect because the default telemetry path uses Azure Monitor Logs and Kusto queries. You would need to configure export or diagnostic settings to send telemetry into an Azure SQL database before you could use T-SQL for the ad hoc inspections you describe.

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