@Dom
Make sure you have enabled Azure AD DS authentication on the storage account. Also confirm you have the proper role assigned to the user. See Assign access permissions to an identity. After you assign share-level permissions with RBAC, you must assign proper NTFS permissions at the root, directory, or file level. Once you have the permissions properly set you should be able to mount using the net use command. It is also possible that this is a WVD specific issue. Please doublecheck the best practices which are listed here.
If it is still not working after double checking these let us know. We may have to take a look at your specific configuration to see why it is having issues.
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