To configure monitoring for Azure Databricks and Azure Cosmos DB, you should enable diagnostic settings for these services and configure the logs to be sent to Azure Monitor. This will allow you to collect and analyze logs from these services in a centralized location. Option B is not efficient and does not provide a scalable solution. Option C is incorrect because Azure Application Insights is used for monitoring application performance, not for collecting logs. Option D is incorrect because Azure Monitor does not automatically collect logs from all Azure services by default; you need to enable diagnostic settings for each service individually.