You have Microsoft SQL Server 2014 installed on a Microsoft Azure virtual machine. One of the databases on the virtual machine supports a highly active Online Transaction Processing (OLTP) application

The Job Activity Monitor is used to monitor the status of SQL Server Agent jobs, not to identify long-running user queries within an application.

The Database Engine Tuning Advisor is used to recommend indexing strategies to improve query performance, but it is not primarily a tool for identifying specific long-running queries in real-time.

Dynamic Management Views (DMVs) provide real-time performance information about SQL Server, including query execution statistics and wait statistics, allowing identification of long-running queries and bottlenecks directly from the database engine. DMVs like sys.dm_exec_query_stats and sys.dm_exec_requests can be queried to find expensive or long-running statements.

SQL Server Extended Events is a lightweight, powerful monitoring system that allows users to collect granular data about SQL Server activity, including query execution plans, duration, CPU time, and logical reads for specific queries, making it ideal for pinpointing long-running or problematic queries with minimal performance impact. You can configure sessions to capture events related to query completion or statement execution to find queries exceeding a certain duration.

SQL metrics in Azure Diagnostics for the virtual machine primarily collect host-level metrics for the VM itself, not detailed, query-specific performance data from within the SQL Server instance.