Hi JL,
As long as a standard JDBC driver is utilized for your COSMOS database, this should work. That being said I have not tested with this particular database.
The following articles may be of assistance when configuring this datasource within Assure :
External Datasource Configurations for Wildfly Deployments
Configuring Redshift Amazon as an External Datasource in Wildfly
The second link covers the "datasources.properties" which the team will likely need to utilize. If this is a WebSphere deployment, the JNDI may be made directly from within the WebSphere console.
Matthew Kennedy