Randolph West has a couple of tools to help upload and download database backup files:
I wrote it because AzCopy was weak and inconsistent. It was fragile, needing constant attention and monitoring in case a journalling file got stuck. Also, AzCopy didn’t keep files in sync. If a file was deleted locally (as part of a cleanup to delete old backups), AzCopy was unable to delete files remotely, so it was messy to maintain files in Blob Storage containers. The uploader was written to keep files in sync, and not have to fuss with AzCopy.
The real value of this tool though, is being able to recover the latest backup files (full, differential and transaction logs where available) which are needed to recover from a catastrophic failure. Without any knowledge of the backups, just knowing the database name, it can parse the list of files in Azure, download the necessary ones to recover, and build a T-SQL script to restore them. Literally all you need to do is run the downloader, then run the restore script.
Randolph talks about how the state of AzCopy has changed and offers up some new guidance as well as tooling updates.