We are evaluating what we can do to address this feedback and would very much appreciate your continued votes and suggestions on it.
One alternative to mounting the share on-premises over port 445 is Azure File Sync, which enables you to create a cache of an Azure file share on an on-premises Windows Server. Azure File Sync only sends data over the Azure Files HTTPS (using the File REST APIs). You can learn more about Azure File Sync here: https://docs.microsoft.com/en-us/azure/storage/files/storage-sync-files-planning
Please don’t hesitate to reach out if you have any additional questions!
Program Manager, Azure Files
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Wasted an entire day trying to debug why this was not working, eventually determined it was blocked by ISP on a business account. Why on earth has it been 4 years with no resolution from Microsoft? It should be a simple option to allow port configs. And, yes, I know that we'll have to NAT SMB port on our firewalls to whichever port we end up configuring in Azure (if we had that option!!!).
And, it's silly to recommend an on-prem solution like Azure FileSync when what we're trying to is use cloud storage!