@Steven Craighead
You might consider trying Azure Files to see if the performance works better than your current setup. If you are able to have an on-premises Windows Server then Azure File Sync would offer you the on-premise performance while syncing with Azure Files.
Another option might be using OneDrive. You could make the files available offline which should cache the files locally.
Hopefully this gives you some ideas. Let me know if you have further questions or issues and we will be happy to assist.
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