Support transfer even where Storage Network Security is enabled
In my testing the Data Share service seems to fail when trying to trigger a snapshot of a Dataset when the Storage Account at either end of the connection has Storage Network Security configured (even if 'Allow trusted Microsoft service' is enabled: https://docs.microsoft.com/en-gb/azure/storage/common/storage-network-security#trusted-microsoft-services)
This is true of both the source (sending) and sink/target (receiving) end of a Data Share.
Perhaps Storage Accounts need a special additional exception to allow (specific?) Data Share accounts to connect to them directly?
Jie Feng commented
Storage accounts (both source and target) need to have public end point today.