Support for reading data out of Azure Blob Storage?

[abfleishman]

Is there or are there planes to support connecting to files stored in Azure Blob Storage?

[cboettig]

@abfleishman thanks, yeah should totally work, as you probably know duckdb has a nice azure extension:

https://duckdb.org/docs/extensions/azure.html

it should already work with a few manual calls to set config variables for auth like we do for s3, see https://github.com/cboettig/duckdbfs/blob/main/R/duckdb_config.R, but it probably makes sense to have a helper fn like duckdb_az_config().

I don't use Azure so I don't have a good way to test (the S3 tests rely on the open source MINIO implementation, not Amazon), but a PR for this would be very welcome!