You want to store the Audit information of your SQL Azure database to Azure storage account.
One of the uses of auditing in Azure SQL and Azure Synapse Analytics is that it allows the users to track database events and then writes them to the audit log to various destinations. The destinations include
- Azure Storage Account
- Log Analytics workspace
- Event Hubs etc
You can enable Azure SQL Auditing by navigating to your SQL database and the selecting Auditing in the left sidebar. In the Azure SQL Auditing screen , check/enable “Enable Azure SQL Auditing” and select “Storage” for example. You will be prompted to select the subscription and the storage account to select. Next, click on the Save button to save the selection.
You can enable the auditing for SQL database in SQL Azure but ensure that destination i.e. storage account is in the same region as your SQL Azure database and server.
For example, if your database is in the Region EastUS , ensure that the storage account where you want the auditing information to be stored to the same location too.
Check the SQL Auditing docs in Azure to know more about auditing in Azure SQL.