Hi @Raghunandan Venkateswaran Thank you for posting your question on Microsoft Q&A.
Looks like you are trying to import data from Azure Blob Storage to Azure SQL Database. To import data from an Azure storage account, you need to create a master key and then create a credential with a key to the Azure storage account. Finally, you create an external data source with that credential. Once created the external data source, you can use the BULK INSERT. You may need to change the access policies to the container. Were you able to successfully create a an external data source that has access to the Azure Storage account. The bulk insert command can directly access a file in Azure Blob Storage.
Create a database scoped credential using the IDENTITY which must be SHARED ACCESS SIGNATURE. Use the SAS token generated for the blob storage account. Verify that your SAS token does not have a leading ?, that you have at least read permission on the object that should be loaded, and that the expiration period is valid (all dates are in UTC time).
Please share screen shot if possible or any error message
Regards,
Oury