MABS by design needs to be backed up first to local storage
https://learn.microsoft.com/en-us/azure/backup/backup-azure-microsoft-azure-backup#add-backup-storage
However, only locally attached storage is supported, see here for what is supported:
https://learn.microsoft.com/en-us/azure/backup/backup-support-matrix-mabs-dpm#dpmmabs-storage-support