You can retain your drive mappings after Azure AD join by mapping a network drive to an Azure file share using domain credentials. You can use your AD user account (Windows Explorer, Command-Line, PowerShell, etc.) to map a drive to your Azure File Share. Once the drive is mapped, make any necessary NTFS ACL Changes as-needed.
Regarding accessing locally hosted file shares over the internet, you can create a VPN connection between your on-premises environment and Azure.
You can also use Azure File Sync to centralize your organization’s file shares in Azure Files while keeping the flexibility, performance, and compatibility of an on-premises file server.
You can also use Microsoft Endpoint Manager (MEM) to map a shared drive using MEM instead of Group Policy.