I am trying to load data from Azure SQL to CDS using Data Integration. I am able to create Connection,Connection Sets and Project but when i try to add Task under the project it is giving an error like " Something went wrong. Please try again later". Add the Power Apps ip's to my Azure SQL Firewall. Is there anything required? I don't know what went something wrong..
Which region does the current environment (which your CDS relies on) bind to?
Based on the issue that you mentioned, I have made a test, and don't have the issue that you mentioned. Please make sure the Region your current environment (which your CDS relies on) binds to is the same as that your Azure SQL relates to.
Also please consider re-create your Data Integration project in your PowerApps, then check if the issue is solved.
In addition, I think the Dataflow functionality (previous Data Integration functionality) in PowerApps could also achieve your needs. Please check and see if the following blog would help in your scenario: