For applications that require cross document join, please consider the Gremlin API: https://docs.microsoft.com/en-us/azure/cosmos-db/create-graph-dotnet, which has primitives for joins, traversals, and other graph operations.
We are evaluating expanding the SQL grammar to support graph functionality, which will provide the ability to perform cross-document JOINs. Please upvote this item to help us prioritize this work.
Thanks all for the overwhelming feedback for adding SFTP as sink as a native capability. We are actively planning for this and will keep you updated in upcoming months!Daniel Párraga commented
Even if not as a sink, Azure Data Factory should be able to send data (file) to a FTP/sFTP