@Uma Janakaraj This is a Power BI question. Their documentation doesn't show explicit support for Azure Storage but there may be ways to do it.
I'd recommend posting your question in Power BI forum it would the better medium to get better help since the issue doesn't seem to be storage, Power BI community is a better place to get help on your scenario. These forum community members could provide their expert guidance on your scenario based on their experience.
Thanks.
Kindly let us know if the above helps or you need further assistance on this issue.
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