How to migrate Active directory on prem Authentication to Cloud Azure AD for OpenVPN server on Peplink

I have a client who want to migrate to the cloud some of the services they use from on prem Microsoft Windows 2019 AD server to Microsoft 365 with Azure AD and etc.
Wonder if anyone done something similar.

I Know you can use Azure AD connect to talk to on prem AD but they want to kill on prem entierly and become fully on cloud.
Is the LDAP connector is the answer?