I am using Copy Activity for migrating the Data from On-premises Database to the on-cloud Database. Here I am using Self-Hosted Integration Runtime for both on-premises and on-cloud databases.
The Integration run-time is different for on-premises and on-cloud Databases.
When I execute the pipeline, it shows that both the source and target need to be in the same self-hosted integration runtime.
Is it possible to execute the pipeline having 2 self-hosted integration runtimes?
If it is possible, Please let me know how we can execute the pipeline of having different 2 self-hosted integration runtimes.

I think at this time I think this is what you have .
In-premise -> SH IR 1
On-cloud Databases. -> SH IR 2
Can you please let me know if what do you mean by "on-cloud Databases" ? Anyways , you can try the two step logic , To write the data to a blob and then read from blob and write to the cloud databses .