I cannot open a COG through Add Data > Data From Path. I am very surprised that this is still an issue - is there any updated documentation on how to use them in Pro?
COG (as well as other cloud optimized image formats such as MRF and CRF) are directly supported in Pro. Pro will access and stream only the required pixels over the web directly from cloud storage. COG files can be (copied) in a local file system in which case you can drag and drop (or use 'Add Data > Data from Path'). You can not use a URL path in 'Add Data > Data from Path'). You need to first create a ACS (ArcGIS Cloud Storage Connection). See 'Create Cloud Storage Connection File' GPTool or Insert/Connections/Add Cloud Storage Connection. This enables a URL to be provided as well as associated access credentials. Once created the ACS file appears in catalog as a folder and you can browse through it and drag and drop a wide range of images including COG directly in to the maps. You can use the same method to also create mosaic dataset of collections of imagery.
