The functionality currently does not exist to move your Azure SQL Data Warehouse instance to a subscription other than the one it was created under. What you can do is move the server that contains the instance to another subscription or resource group. Moving a server will move all Databases owned by that server to the destination subscription. The only limitation is that both subscriptions must exist within the same Active Directory Tenant.
The process will be slightly different depending on if you are simply moving an existing DW instance to a different subscription or if you wish to create a copy, or if you wish to move across regions.
The same technique in no.2 above can also be used if you wish to move a single instance or a subset of instances instead of every database owned by a server.
If you have any issues with this approach, feel free to contact us @ support any time!
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