So I have a file uploaded to my azure storage and have a simple anchor tag where a user should be able to simply download the file. This is not working and not understanding why.
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Your URL is pointing to Azure File storage, which is not quite the same as raw blobs. That is, you cannot just access individual files within the Azure File store without proper authentication (e.g. mounting the smb volume, using the API, Shared Access Signature, etc), even though File Storage is backed by blob storage.
If you truly stored the object in a blob (vs File Storage), then the url should look something like:
Notice the URL contains