@Rashid Iqbal Apologies for the delayed response here and any inconvenience it might have caused.
One option that might work for you is using Azure Data Factory. For copy activity you can merge the files using blob storage as the destination. There is a property called MergeFiles which can be specified for copyBehavior and this will merge all the files from the source folder to one file.
Hope this helps! Let us know if you have further questions or issues and we will be happy to assist.
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