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SQL Server Merge with two tables from different azure SQL Database from same Azure SQL SERVER

I need to merge with 2 different tables from 2 different azure SQL databases where as these two azure sql database are from same azure sql server.

also for performance imporvement purpose, what I need to do is bulk insert and/or bulk update. also, this will be continous activity. for very first time I have to merge all data which is huge. and then whenever respective topic recivies message, I need to add/update that single record only.

what are the different options to do the same. for both processes.

please help. thanks.

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