I am having issues in Pro 3.3 connecting to an Azure Flexible Postgres database (database as a service, DBaaS). The connection works fine in my database client (DBeaver), in QGIS, and on colleague's machines with Pro 3.1 and Pro 3.2.
I've included a screenshot of the error ("Bad login user[ ]") on the connection dialog box, having redacted some of the user and database information. I did not mistype (tried many times, with multiple accounts, copied from password manager, same credentials work in other clients on same machine), and even had a colleague with Pro 3.1 send me a working SDE file, which was unable to connect.
Bad login user[ ] error message for connection dialog
My suspicion is that Pro 3.3 is not able to handle the TLS verification properly, or is not allowing TLS at all. I have the root certificate Microsoft uses with the managed Postgres instances installed locally, which caused it to go from not working in QGIS to working in QGIS. That further supports my suspicion that it's TLS-related, but it's a little odd that it would work in 3.1 and 3.2, but not 3.3.