There are indeed a couple of issues, but the outstanding one is the incompatibility of Elasticsearch/SQL's string types with Linked Servers/MSSQL's (namely, the lengths), even when using the query pass-through (OPENQUERY).
We've decided to add support for this application, but it requires dedicated work, so it'll unfortunately have to wait for one of the following non-patch releases.
This is btw an issue that Linked Servers/MSSQL has with other DBs/drivers out there (search phrase Requested conversion is not supported.)