So, after thinking this would not be possible, I bumped into this support article:
https://support.atlassian.com/jira-service-management-cloud/docs/add-knowledge-from-microsoft-sharepoint-to-your-project/
There I went, Rovo enabled, Sharepoint connected, I can get information from sharepoint using Rovo Chat but, when I go to any of my Service Projects, no option to add Sharepoint folder as knowledge base.
Did anyone was able to set this up successfully?