When attempting to backup to URL a credential needs to be created. One method to do this is to use a Shared Access Signature token from Azure, which when generated includes a leading "?" question mark.

However, when that SAS token is transposed into a CREATE CREDENTIAL T-SQL code that leading ? must be removed. This is very confusing and leads to wasted time. The documentation does clearly state that it has to be removed first, however it would be a better end user experience to just have the CREATE CREDENTIAL command recognize the leading ? and remove it.

https://docs.microsoft.com/en-us/sql/t-sql/statements/create-credential-transact-sql?view=sql-server-2017