Hello @Roman Muntyanu
Welcome to Microsoft Q&A, thank you for posting your here!!
This error message could either be because of not having proper permissions to the storage account, or due the firewall or network blockage at the storage account level.
This error is telling you that you need to add a role assignment to the user. Please go to Storage account -> Access Control -> Add -> Add role assignment, then add Storage Blob Data Owner to your login account.
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](https://i.stack.imgur.com/QupZS.png)
If this problem persists, please check in the networking tab if the firewall is enabled or if the storage account network settings are restricted to certain virtual network.
Please check the above and let us know if this helped.
Please "Accept as Answer" if it helped so it can help others in community looking for help on similar topics.