Hello @Karla Kassen ,
the Azure IoT Hub supports routing endpoints of type Storage Account.
This basically fills separate blob files based on time and size limits.
You are not in control of the blob index tags this way.
If you want to use this, you must write your own logic.
This could be an Azure Function capable of ingesting IoT Hub messages (using the IoT Hub trigger), temporary storage (Functions are stateless by default), and saving the messages in blobs with the additional tags.
Because you are talking about many messages, you should consider running your own application service plan instead of a consumption plan.
Have you considered other ways of storage? Have you looked into Azure Data Explorer?
This is a feasible alternative for the cold and warm path if you can overcome the startup costs.
----------
If the response helped, do "Accept Answer". If it doesn't work, please let us know the progress. All community members with similar issues will benefit by doing so. Your contribution is highly appreciated.