I need to limit a download speed of one self hosted IR in Azure to an on premise server to prevent the network to get clogged up. What are my options here? Is it possible to set this is ADF directly or in the IR or do I have to set this in the network?
According to this MSDN thread it's not possible to throttle bandwidth natively in Azure Data Factory.
However, if you are using an Azure Data Factory Self-Hosted Integration Runtime you could probably throttle the bandwidth at the VM level. For example, for Windows VMs you could try a QoS Group Policy to throttle the network for all applications or just the Integration Runtime executable.