"I'm in London and I want to go New York. I don't want to fly or take a boat. Please let me know how I can go to New York by car".
As Olaf says, T-SQL is not for managing Azure Blob store. You could write a CLR procedure that you call for the task, but that's more complicated than using CLI or Powershell (and neither of them would cost anything particularly.)
The alternative would be to go use something like Azure Storage Explorer and delete the files manually. That's free software as I recall.