I have followed the below steps in SQL Server 2022:
Step 1: Create a master key
Step 2:
CREATE DATABASE SCOPED CREDENTIAL [BlobSAS]
WITH
IDENTITY = 'SHARED ACCESS SIGNATURE',
SECRET = '?sv=2021-06-08&ss=bfqt&srt=c<<>>';
Step 3:
CREATE EXTERNAL DATA SOURCE [BlobSource]
WITH (
LOCATION = 'abs://<<>>.blob.core.windows.net/dummy',
CREDENTIAL = [BlobSAS],
);
Step 4:
CREATE EXTERNAL FILE FORMAT [CommaDelimited] WITH (
FORMAT_TYPE = DELIMITEDTEXT,
FORMAT_OPTIONS (
FIELD_TERMINATOR = N',',
STRING_DELIMITER = N'"',
FIRST_ROW = 2,
USE_TYPE_DEFAULT = True
)
)
Step 5:
CREATE EXTERNAL TABLE Demo WITH (
LOCATION = '/Test',
DATA_SOURCE = [BlobSource],
FILE_FORMAT = [CommaDelimited]
)
AS
SELECT
2 AS C1,
2 as C2
I am getting this error:
Access check for '
CREATE/WRITE' operation against 'abs://<<>>.blob.core.windows.net/dummy/Test' failed withHRESULT = '0x80070005'
Note: All permissions was provided while generating SAS
I also tried key route :
CREATE DATABASE SCOPED CREDENTIAL [BlobKey] WITH
IDENTITY = '<<>>',
SECRET = '<<>>';
CREATE EXTERNAL DATA SOURCE [BlobKeySource] WITH (
LOCATION = 'abs://<<>>.blob.core.windows.net/dummy',
CREDENTIAL = [BlobKey]
);
and when executing the below statement via sys admin account
CREATE EXTERNAL TABLE Demo WITH (
LOCATION = '/Test',
DATA_SOURCE = [BlobKeySource],
FILE_FORMAT = [CommaDelimited]
)
AS
SELECT
2 AS C1,
2 as C2
I'm getting the error:
Msg 15151, Level 16, State 1, Line 1
Cannot find theCREDENTIAL'BlobKey', because it does not exist or you do not have permission.

I've just had loads of issues trying to do the same. Please your code does all of the following: (It looks like 2 & 3 are fine, but it may be a useful reference for others).
abs://link and notadls://.