Can't create alerts based on cross-resource queries
It used to be possible through the OMS portal to link an Application Insights instance to Log Analytics. Since the portal is being depreciated, along with the App Insights connector, we are forced to use cross-resource queries to query an App Insights instance from a separate Log Analytics instance. This works fine for general queries, but we cannot create alerts based on cross-resource queries. The alert will not create because of a "syntax error", when the same query works in Log Analytics.
There should be a way to ingest App Insights data into a Log Analytics instance. Or else we should be able to alert on cross-resource queries.
Cross-workspace and cross-application queries are supported in alert rules - this is supported when using scheduledQueryRules (SQR) API.
This is supported in workspaces created after 1-June, 2019, workspaces that where switched to use SQR API (https://docs.microsoft.com/en-us/azure/azure-monitor/platform/alerts-log-api-switch) or when using ARM templates (https://docs.microsoft.com/en-us/azure/azure-monitor/platform/alerts-log#sample-log-alert-creation-using-azure-resource-template) that uses the new alert API.
Cross-application query support has been available in log alerts for Application Insights by default.
For Log Analytics, support is only available through new scheduledQueryRule API - https://docs.microsoft.com/en-us/rest/api/monitor/scheduledqueryrules. To switch to using new API on LA workspace please refer this document - https://docs.microsoft.com/en-us/azure/azure-monitor/platform/alerts-log-api-switch
Unfortunately have an issue with cross-resource query use in LA Log Alerts. The team is working to unblock this currently.