@Vidhya R (external) Irrespective of the time zone your blob's SAS URI would contain the SAS token with respect to UTC. Please see the steps to generate the steps to generate the SAS tokens for a container here. Please try to build your token for the container with appropriate permissions based on this criteria and pass the same to your form recognizer training client. The URI should look similar to this format.
https://<storage account>.blob.core.windows.net/<container name>?<SAS value>
If this works for you for one setup and not another then I would look at the permissions on the blob to ensure the training data or file is available to use with the client.