Hi lakshmi, I'm glad that you were able to resolve your issue and thank you for posting your solution so that others experiencing the same thing can easily reference this!
Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others ", I'll repost your solution in case you'd like to "Accept " the answer. Accepted answers show up at the top, resulting in improved discoverability for others.
Issue: Error while configuring the 'own data' in azure open ai from azure blob storage.
Error Message:
We couldn't connect your data
Error with data source: For more information on troubleshooting connection issues to Azure Storage accounts, please see https://go.microsoft.com/fwlink/?linkid=2049388 Please adjust your data source definition in order to proceed. Status: 0 Service request succeeded. Response content and headers are not included to avoid logging sensitive data.
Solution: Customer have created a new shared private access from search to blob and it works now.