SQL Server 2016 errror Incorrect syntax near 'EXTERNAL'

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I have two SQL Server 2016 VMs in Azure. I am trying to connect these two sql server instances using External datasource. I can safely connect the two instances from my local pc, remotely.

While querying using external table/data source, I am getting this:

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Kindly note

  1. I have used both RDBMS/SHARD_MAP_Manager

  2. Credential is valid credential

  3. I know I can use Linked Servers, but I don't want it. As I am planning to move these databases to SQL Azure. External table and datasource is not mandatory. You can suggest alternatives other than linked servers.

I need a query or part of query that will work with both, SQL Server (virtual / physical server) and SQL Azure (Database as a Service)

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