How to create linked servers from SQL managed instance using Entra Authentication (part 1)

I am having difficulty creating the linked server on my system.

A connection test gives result: Failed to authenticate the user '' in Active Directory (authentication option is AcvtiveDirectoryMSI).

Would you please unpack your statement - I think this step is throwing me:

First, I created a contained user on the Azure SQL database that points to the managed identity of the SQL MI managed identity.

I chose a contained user that makes my DB more portable in case I need to move it to a different server. In my case the user database is named “epdb2”.

i.e. what is the significance of [azuresqlmi2] - or how does this connect/point to SQLMI.

When I execute such: "Principal 'azuresqlmi' could not be found or this principal type is not supported."