Azure Monitor now supports cross-service queries between Azure Data Explorer (ADX), Application Insights, and Log Analytics. You can query your ADX cluster by using Log Analytics/Application Insights tools and refer to it in a cross-service query (and vice-versa within ADX).
You can run these queries by using client tools that support KQL queries. Examples of these tools include Log Analytics web UI, Workbooks, PowerShell, and REST APIs.
Learn more about query Azure Monitor data in ADX.
Learn more about query ADX data in Log Analytics.