@Roger Roger Welcome to Microsoft Q&A Forum, Thank you for posting your query here!
Based on the error message, issue may be related to SMB
This article lists common problems that are related to Microsoft Azure Files when you connect from Windows clients. It also provides possible causes and resolutions for these problems. In addition to the troubleshooting steps in this article Troubleshoot Azure Files problems in Windows (SMB)
In order to use an Azure file share via the public endpoint outside of the Azure region it is hosted in, such as on-premises or in a different Azure region, the OS must support SMB 3.x. Older versions of Windows that support only SMB 2.1 cannot mount Azure file shares via the public endpoint. Mount SMB Azure file share on Windows
Additional information : If you have a proxy or any other kind of NAT device in his Local Network, that would be blocking the connection from On-Prem to Azure for map the Azure File Share
- Add the IP Address for the Storage Account or range (x.x.x.0/24) in the proxy or NAT device.
- ipconfig /flushdns & ipconfig /registerdns (Elevated cmdline)
- Control Panel -> Administrative Tools -> Local Security Policy
- Under Security Settings -> Local Policies -> Security Options Set "Microsoft network client: Digitally sign communications: Disable (Enabled by default) Please let us know if you have any further queries. I’m happy to assist you further.
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