Cannot connect Azure OpenAI Embeddings model to SQL Server 2025

On SQL Server 2025, I am trying to vectorize a table.

  To set up the ability for SQL Server 2025 to communicate with Azure OpenAI embeddings model, I first created a master key for encryption.

CREATE MASTER KEY ENCRYPTION BY PASSWORD = 'Secret';
GO

Then I set up a database scoped credential.

CREATE DATABASE SCOPED CREDENTIAL [MyAzureOpenAICredential]
WITH IDENTITY = 'HTTPEndpointHeaders',
SECRET = '{"api-key":"secret"}';

Then I created an external model.

CREATE EXTERNAL MODEL AzureOpenAIEmbeddingsModel

WITH (

LOCATION = 'https://{secret}-eastus2.cognitiveservices.azure.com/openai/deployments/text-embedding-3-small/embeddings?api-version=2023-05-15',

API_FORMAT = 'Azure OpenAI',

MODEL_TYPE = EMBEDDINGS,

MODEL = 'text-embedding-3-small',

CREDENTIAL = [MyAzureOpenAICredential]

);

DECLARE @text NVARCHAR(MAX) = N'SQL Server 2025 enables AI-powered applications';
DECLARE @embedding VECTOR(1536) = AI_GENERATE_EMBEDDINGS(@text USE MODEL AzureOpenAIEmbeddingsModel);

The database scoped credential 'MyAzureOpenAICredential' cannot be used to invoke an external rest endpoint.