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Cannot Open Backup Device with SQL Managed Instance and SAS Token

Sam Garth troubleshoots an issue:

On a recent case, a customer was trying to restore a database from a storage account using a SAS token when they received the below error.

An exception occurred while executing a Transact-SQL statement or batch.
(Microsoft.SqlServer.ConnectionInfo)

Additional information:
Cannot open backup device
https://storage.blob.core.windows.net/container/dbbackup_2024_03_21_121901.bak
Operating system error 86(The specified network password is not correct.).
RESTORE HEADERONLY is terminating abnormally. (Microsoft SQL Server, Error: 3201)

Read on for the troubleshooting steps Sam followed to solve the problem.