Connecting to IBM DB2 zOS from Azure Data Factory v1 was a matter of setting up the Azure Data Gateway on an on-prem server that had the IBM DB2 Client installed; creating an ODBC connection to DB2 (I called it DB2Test).  Then, in the Data Factory v1 Copy Wizard, Select the ODBC source, pick the Gateway, and enter the phrase:  DSN=DB2Test into the Connection String.  This worked for us.

Azure Data Factory v2

First, the Azure Data Gateway is now called “Hosted Integration Runtime”.  So download and install the IR client on your on-prem gateway machine.  On my machine, it auto-configured to use the existing Data Factory Gateway configuration, which is NOT what I wanted.  After uninstalling and reinstalling the IR client a couple of times, it stopped auto-configuring and asked me for a key.  To get the key, I had our Azure Dev configuration guy run the following PowerShell:

Import-Module AzureRM
$dataFactoryName = "myDataFactoryv2NoSSIS"
$resourceGroupName = "myResourceGroup"
$selfHostedIntegrationRuntimeName = "mySelfHostedIntegrationRuntime"
Login-AzureRmAccount
Set-AzureRmDataFactoryV2IntegrationRuntime -ResourceGroupName $resouceGroupName -DataFactoryName $dataFactoryName -Name $selfHostedIntegrationRuntimeName -Type SelfHosted -Description "selfhosted IR description"
Get-AzureRmDataFactoryV2IntegrationRuntimeKey -ResourceGroupName $resourceGroupName -DataFactoryName $dataFactoryName -Name $selfHostedIntegrationRuntime

I then pasted the Key into the Integration Runtime Configuration screen, and it connected properly to myDataFactoryv2NoSSIS.  Tada:

Next, is to test the connection to DB2.  I went to the Diagnostics tab, entered the DSN and credentials, just like I did for Data Factory V1:

Failed to connect to the database. Error message: ERROR [HY010] [IBM][CLI Driver] CLI0125E Function sequence error. SQLSTATE=HY010

Dang! Much googling later, I found this obscure note.

I added the phrase “Autocommit=Off” to the DSN in the connection string, and voila, the connection worked.  So my final diagnostic looked like this:

YAY!!