In the Event of you receiving a connection error "Cannot Connect to Server.database.windows.net Error :111219" while attempting to connect to your Azure Data Warehouse you are receiving the exception due to you reaching the Connection Limit specified for Azure Data Warehouse.
The following article contains all relevant information on Azure Data Warehouse capacity limits.
https://docs.microsoft.com/en-us/azure/sql-data-warehouse/sql-data-warehouse-service-capacity-limits
Azure Data Warehouse allows a maximum of 1024 concurrent open sessions for Large SLO databases and 512 for Service level 500 and below. An Open Session does not constitute as an active query running against the Data Warehouse.
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