Azure database - unable to locate in my Azure account
The connection information suggest the SQL instance is simply a local SQL Server instance installed in the VM like any other software so you don't use the Azure portal to manage it. Instead, ssh into the VM and run systemctl status mssql-server --no-pager to see if mssql-server.service is listed. 

The instance could also be a docker database container, in which case you can use docker ps to list the docker containers running on the machine.