We are working on giving more control over authentication within Point-to-Site connectivity to Azure.
Bridget [MSFT]Ken Sykora commented
Would love to see this feature available! Can you post an update on the status of this?
Support for creating a container in ARM templates is now done. We have begun work to support Tables and Queues.
Here is a link to a sample template to create a container: https://azure.microsoft.com/en-us/resources/templates/101-storage-blob-container/