@ Amit Mehta,
Using Private Endpoint connections can be a good option for securely connecting your AWS Lambda function and .Net Core application to Azure Blob Storage.
For Lambda Private Endpoints allow you to connect to Azure services over a private link, which means the traffic between your AWS Lambda function and Azure Blob Storage will be routed through a secure, private network.
You will need to set up a Site-to-Site VPN or an AWS Direct Connect to establish a private network connection between AWS and Azure.
Ensure that your AWS Lambda function is configured to use a VPC endpoint that can route traffic to the Azure Private Endpoint.
Update your Lambda function's network settings to use the private IP address of the Azure Private Endpoint.
For .Net Core Application, using a Private Endpoint for your .Net Core application running on an on-premises server can enhance security by ensuring that data transfers to Azure Blob Storage occur over a private network.
You will need to set up a VPN connection from your on-premises network to Azure to access the Private Endpoint.
Configure your on-premises network to route traffic to the Azure Private Endpoint.
Update your .Net Core application to use the private IP address of the Azure Private Endpoint for connecting to Azure Blob Storage.Using Private Endpoint connections can be a good option for securely connecting your AWS Lambda function and .Net Core application to Azure Blob Storage.
Benefits, Traffic is routed through a private network, reducing exposure to the public internet, Private connections can offer more consistent and potentially faster data transfer rates.
For more information:
https://learn.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-howto-aws-bgp
Please do not forget to "Accept the answer” and “up-vote” wherever the information provided helps you, this can be beneficial to other community members
If you have any other questions or are still running into more issues, let me know in the "comments" and I would be glad to assist you