Edit
Linux version of SQL Server 2019 only supports linked server connections to other SQL Servers.
https://learn.microsoft.com/en-us/sql/linux/sql-server-linux-editions-and-components-2019?view=sql-server-linux-2017
I suggest looking at other ways for importing data, like BCP and SSIS, unfortunately.
End of edit
Your statement: "apparently in the Linux version of SQL Server 2019 linked servers are only allowed between 1 SQL Server to another SQL Server." Could you perhaps link to where that is stated in the Microsoft documents?
In the release notes for SQL Server 2019 on Linux I see mention of linked servers (with no statement that you can only connect to other SQL Servers).
Is there an error message you are receiving, or could you give us some more information on what steps you have taken and troubleshooting you've done? There are some configurations needed to insure communication on linux, according to the docs:
Features that involve outbound TCP connections from the sqlservr
process, such as linked servers or Availability Groups, might not work
if both the following conditions are met:
The target server is specified as a hostname and not an IP address.
The source instance has IPv6 disabled in the kernel. To verify if your
system has IPv6 enabled in the kernel, all the following tests must
pass:
- cat /proc/cmdline will print the boot cmdline of the current kernel.
The output must not contain ipv6.disable=1.
- The /proc/sys/net/ipv6/ directory must exist.
- A C program that calls socket(AF_INET6,
SOCK_STREAM, IPPROTO_IP) should succeed - the syscall must return an
fd != -1 and not fail with EAFNOSUPPORT. The exact error depends on
the feature. For linked servers, this manifests as a login timeout
error. For Availability Groups, the ALTER AVAILABILITY GROUP JOIN DDL
on the secondary will fail after 5 minutes with a download
configuration timeout error.
To work around this issue, do one of the following:
Use IPs instead of hostnames to specify the target of the TCP
connection.
Enable IPv6 in the kernel by removing ipv6.disable=1 from the boot
cmdline. The way to do this depends on the Linux distribution and the
bootloader, such as grub. If you do want IPv6 to be disabled, you can
still disable it by setting net.ipv6.conf.all.disable_ipv6 = 1 in the
sysctl configuration (for example, /etc/sysctl.conf). This will still
prevent the system's network adapter from getting an IPv6 address, but
allow the sqlservr features to work.