Hi,
The storage pg_dump command cannot directly write the output file on a Blob Storage, but you could use Azure Files instead.
Here's a step-by-step guide:
Backup Azure Database for PostgreSQL to a Blob Storage
https://techcommunity.microsoft.com/t5/azure-database-for-postgresql/backup-azure-database-for-postgresql-to-a-blob-storage/ba-p/803343
Best regards,
Leon