copy the data from our on-premise SQL server (SQL 2008 R2) to Azure Data Warehouse

i am currently trying to setup Azure Data Warehouse to be consumed later by SSRS , issue began when try to copy the data from our on-premise SQL server (SQL 2008 R2) using (insert into select) and (select * into), The following error :

Msg 104455, Level 16, State 1, Line 1

USE statement is not supported to switch between databases. Use a new connection to connect to a different Database.

Msg 104467, Level 16, State 1, Line 1

Enforced unique constraints are not supported in Azure SQL Data Warehouse. To create an unenforced unique constraint you must include the NOT ENFORCED syntax as part of your statement.

After this error, i decided to copy the data using SSIS, i created a package to transfer the data, and after successful initialization and copying part of the data (sometimes over 500k rows),we receive an error, the run is never completed successfully as we are trying to copy only 1 month data which is approximately around 10 Million rows, Error message (

[OLE DB Source [59]] Error: SSIS Error Code DTS_E_OLEDBERROR.  An OLE DB error has occurred. Error code: 0x80004005.

An OLE DB record is available.  Source: "Microsoft SQL Server Native Client 11.0"  Hresult: 0x80004005  Description: "Protocol error in TDS stream".

An OLE DB record is available.  Source: "Microsoft SQL Server Native Client 11.0"  Hresult: 0x80004005  Description: "Protocol error in TDS stream".

An OLE DB record is available.  Source: "Microsoft SQL Server Native Client 11.0"  Hresult: 0x80004005  Description: "Protocol error in TDS stream".

An OLE DB record is available.  Source: "Microsoft SQL Server Native Client 11.0"  Hresult: 0x80004005  Description: "Communication link failure".

An OLE DB record is available.  Source: "Microsoft SQL Server Native Client 11.0"  Hresult: 0x80004005  Description: "TCP Provider: An existing connection was forcibly closed by the remote host.

".

This time i assumed that the issue was due to data size so we manipulated the package to go on loop copying only 1000 rows per cycle, once again the same error persisted.

After what looked like a dead-end, I went on final solution, I used a middle server (which uses SQL 2016), i successfully copied the data from the original server (that uses 2008 R2) after implementing (Linked Server), but once again when i tried to copy the data from (SQL 2016) to the Azure Data Warehouse i faced an error,

Error message is  (Msg 46706, Level 16, State 1, Line 24
Cursor support is not an implemented feature for SQL Server Parallel DataWarehousing TDS endpoint.)