Teradata's database names translate to schema names on the target system. Teradata allows for users to have a custom default database name configured, which will be used when looking up unqualified objects. Hyper-Q supports SQL DW's DEFAULT_SCHEMA property for users to provide the same functionality and allow legacy applications to run unchanged.
To set a user's DEFAULT_SCHEMA property, run the following statement on SQL DW:
ALTER USER <username> WITH DEFAULT_SCHEMA = <new default schema>;
For more information, please refer to https://docs.microsoft.com/en-us/sql/t-sql/statements/alter-user-transact-sql?view=azure-sqldw-latest