Thanks for posting your question in the Microsoft Q&A forum.
If the TCP test port 445 fails, it might be due to your on-premise network security blocking outbound port 445. Make sure to open the outbound port instead of inbound port 445.
nc -v -w 2 <storage-account-name>.file.core.windows.net 445
** Please don't forget to close up the thread here by upvoting and accept it as an answer if it is helpful **