one more information if someone is having similar issues:
After getting JMIX and Cuba app running fine with Azure SQL activedirectorypassword authentification,
I got the next issue:
We also need to authenticate the user against the Active Directory Ldap and for that I need to add
the AD Ldap server certificate to the truststore we are using.
But, if you go that way and then point to the truststore in the setenv.bat/sh (catalina_opts=…) you might
face the problem, that you can then authenticate against the AD Ldap, but the connection to the
Azure SQL does not work any more.
I tried hundreds of settings in the JDBC URL and also different ways to load the truststore…
nothing worked… I could only authenticate or I could use the Azure SQL, but not both in one app.
In the end I found a solution, which is pretty simple when you know it 
I added all needed certifications into the cacerts file of the Java JDK/VM itself and took out the
settings from sentenv.bat.
Then it directly worked fine, login using AD security and using Azure SQL with ‘activedirectorypassword authentication’ in one app…
cheers