Hi Paul Nalzaro ,
Welcome to Microsoft Q&A platform and thanks for posting your question here.
As I understand your issue, you are trying to retrieve data from csv file using openrowset function using sql script in serverless sql pool . However, you are getting error :"The file can not be opened because it does not exist or it is used by another process" . Please let me know if that is not the concern.
It seems your Microsoft Entra identity doesn't have rights to access the file or because a firewall is blocking access to the file. Kindly try to provide Storage Blob Data Contributor role on the storage account .
In case you are still facing the issue, let me know, I will try to repro the excercise from my end as well.
Hope it helps. Kindly accept the answer by clicking on Accept answer
button. Thankyou