Azure Devops Database connection

Hi,
We are currently in process of setting up agent in the Azure pipeline for TestComplete. And, Our scripts does UI validation as well as some Database validations (SQLs).  Our admin has setup Self Hosted Agent with InteractiveUserSession for running the scripts and  has some security concerns in exposing the database connections through the pipeline.

Wondering, this is just not unique case for our organization, can anyone provide how they dealt with DB connections in Azure Devops. 
Thanks!