@Harshanand MV
AWS_SESSION_TOKEN is not officially supported at this time, but does work. Please try it and let us know if you face any issues. Feel free to post feedback or issues related to AzCopy on the GitHub issues page. These goes directly to our AzCopy service team for review and debugging.
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Please don’t forget to "Accept the answer" and “up-vote” wherever the information provided helps you, this can be beneficial to other community members.,
https://github.com/Azure/azure-storage-azcopy/issues