SAS Viya has support for assigning a fileref to Azure Blob Storage -- see documentation here.
However, in SAS 9.4, you might need to use Microsoft APIs for this. See the Azure Files APIs documentation. The solution would use PROC HTTP to drive these REST APIs to "download" the files you need to your local system, where you could then assign a library and read with your local SAS. One of the tricky parts may be in the authorization, because each API call will need an authorization key. This key can be provisioned by one of several methods, some of which may require setup from your Azure/tenant admin.
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