OPENROWSET in Linux container as AD account

We are building a pseudonymization solution as sort of a proxy between on-prem SQL Server and Azure Data Factory to pull things to the cloud. The pseudonymization parts of it are already on their way but now we are looking into how to query the source databases that this will sit in front of. The plan is to run SQL Server Express in linux containers for the proxy and to use stored procedures for the work. We are looking into OPENROWSET to query the source. We are forbidden to use SQL accounts so we must use AD accounts to connect to the sources. Looking around on the internet I can only find ways to use AD accounts with trusted_connection in SQL Server Express and that I would need to join the container to the AD domain? The configuration parts, drivers and so on that might be needed will be copied into the container when we build it, we will also be copying in some C# built functions to run in SQL CLR. So I am wondering if anybody has an idea on if this can be done and how? We can only run linux containers at the moment and we are only allowed to use AD accounts to connect to the source databases. Is this a problem that can be solved in a good way or should I look at something completely different?