Entity Framework is specific to relational databases, so it does not fit the Cosmos DB document repository (or graphics or tables).
As for encryption: Cosmos DB provides encryption at rest, built-in. There is no built-in built-in data masking function. you will need to do your own data masking.
If you go to a document repository (or a graph or a table), it really depends on you, and whether you want to reformat your data in accordance with such a storage model, as well as with a relational model. There is no real way to answer this question. (TL; DR, you cannot just switch from relational to, say, a document, without any changes, since these are fundamentally different storage concepts).
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