I figured out what the issue was. I haven’t tried Armando’s suggestion yet.
First I had to go to the container and edit IAM policies to give my Active Directory login a Blob Data Contributor role. The user to give access to will be your email address for logging in to your portal.
After that I had to re-connect to the On-Demand endpoint in SSMS. Make sure you login through the Azure AD – MFA option. Originally I was using the On-Demand endpoint username and password which was not given access to the Blob Data Contributor role for the container.
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