NicHopper - Thursday, September 14, 2017 4:01 AM
Sorry I missed this question. Would have answered sooner.
I just moved to Azure DW myself and I have never really depended on visual studio in the past for SQL Server. Thus, maybe this is not a great question for me.
However, exporting SQL for views, stored procedures and so forth is the approach I took both with SQL Server and now with Azure DW. All of these pieces of code are already backed up with Azure, but exporting to commit to source control with GIT is not difficult at all. The same goes for Team Foundation. The thing is, this is outside of Visual Studio and integrated with other IDE's that are more suitable until more support comes about for Azure.
For example, I use a lot of Python with Azure DW. Instead of Python in visual studio, I am using PyCharm that has ODBC connections and GIT integration. Being Azure DW is cloud based, spinning up a development environment is extremely easy.