Gio greetings & Welcome to Microsoft Q&A forum!
Failed to ensure chunk container: This request is not authorized to perform this operation.
I understand that you are getting an error while you are uploading files to Blob container. Are you following any documentation for the steps?
Usually this error occurs when you don't have required permission on the Blob Storage account which you are trying to access.
Ensure you have the Storage Blob Data Contributor role enabled.
Also, To add a new data source to your Azure OpenAI resource, you need the following Azure RBAC roles.
I suggest you, check if you have enabled these roles or not.
Goto Azure Portal -> Storage Account -> Access Control (IAM) -> Check my Access

If you don't have the role, you can add using Add role assignment tab.

Once enabled, you will be able to add/upload data.
Also, For Azure OpenAI to access your storage account, you will need to turn on Cross-origin resource sharing (CORS). If CORS isn't already turned on for the Azure Blob storage resource, select Turn on CORS.
I've added firewall rules in the blob network settings:
Note that, Azure OpenAI on your data does not currently support private endpoints.
For more details, see Azure OpenAI on your data and Chat with Azure OpenAI models using your own data if you haven't checked earlier.
Hope this helps.
Do let me know if you need any further help in this regard.
If this answers your query, do click Accept Answer and Yes for was this answer helpful. And, if you have any further queries do let us know.