Hello, @Alessandro Citrigno. We have been ingesting into ApptioOne (AKA CT) billing data from the main cloud providers (AWS, Azure & GCP) for years.
Since the beginning of this year, we've been having issues with Azure billing data for CT. Apptio have suggested that we migrate from the Datalink (Classic) Multi-Cloud connector to what they call "CDI", short for Cloudability Data Ingestion (or something to that extent). We're in the middle of the setup, so I might be able to tell you more in the coming days/weeks.
True, we don't have CLDY, so I'll leave it to the SMEs (e.g. @Andrew Midgley) to expand on integration capabilities between the two.