I'm having a similar issue to this person - https://social.technet.microsoft.com/Forums/en-US/2d130747-1f20-4fe4-8141-ab7745299695/permissions-error-when-trying-to-upload-to-azure-storage-explorer?forum=windowsazuredata&prof=required
I would search for the contents of a mailbox - export them to PST and then I'd upload them to a SAS URL using AZCopy.
It suggests using MS Azure Storage explorer - I put in the sas URL and it sees some old files I had uploaded and so I went to delete them - I get -
Deletion of 'testgroup1@dav.pst' from 'ingestiondata' completed: 0 completed (used SAS, discovery completed)
It will not delete that file.
I attempt to copy a file over an existing one I get
Transfer of 'C:\temp\log.log' to 'ingestiondata' failed (used SAS)
I attempt to copy a new file, I get
Transfer of 'C:\Upload\PstImportMappingFile.csv' to 'ingestiondata' failed (used SAS)
It doesn't matter if I do it from a share
Transfer of '\\10.100.100.100\Upload\PstImportMappingFile.csv' to 'ingestiondata' failed (used SAS)
I know the URL is valid as I keep on generating new ones.

