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The option of using Azure Data Factory v2 to migrate data to the Power Platform / CDS / D365 is good, although there are a few features that are missing that almost negate considering the tool as a viable option. Two such examples are:-
You cannot write to the createdby field on any entity as the createdby is always set in the context of the user in the Linked Service and does not respect the data that is passed to it as part of the Sink data source
There is no way to migrate data into the native CDS / D365 many-to-many entities (aka mapping table / entity), despite these only consisting of 3 fields (a unique ID and the 2 Foreign Keys of the related entities).
No support for PartyList type fields