This is more of a system integration question, but I'm wondering if Workday EIB has the capability to export csv's to Azure Blobs (i.e. on a cadence).
Currently, I see that supported delivery methods are: Workday attachment, FTP, HTTP/SSL, FTP/SSL, FTP, Email, Amazon simple storage service
Azure Blob isn't explicitly listed as a supported delivery method, so I'm thinking not?
Azure Blob storage now supports incoming SFTP endpoint, so you should be able to integrate directly from EIB with it now.
https://learn.microsoft.com/en-us/azure/storage/blobs/secure-file-transfer-protocol-support