When you try to select a storage account via the portal nothing happens. You can select a storage account and a container but there's no way to actually apply that selection to the export job and no error messages indicating what the problem might be.
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@chaholl Thank you very much for the feedback. I have navigated through this process in the portal, and you can in fact create and select a specific container to locate the backup. Premium Storage is not support.
Creating and Selecting the specific container:

And after creating a firewall rule and modifying the specific permissions for the blob container, the export process runs successfully:

Thanks for checking @Mike-Ubezzi-MSFT
It still doesn't work for me but I suspect that's due to security restrictions on my subscription. It might be worth adding more detail on the required container permissions to the document and/or adding some kind of message in the UI where security settings are preventing configuration. At the moment there's no way to know what's going on.
Thanks for the feedback! I have assigned the issue to the content author to evaluate and update as appropriate.
@VanMSFT please review this re: permission issue
Hi @chaholl, are you saying that you can't apply an existing storage available, or one that you are creating as part of this process?
@Mike-Ubezzi-MSFT please assign this to @VanMSFT
Hi @chaholl, please let me know if you were able to get past your error. If you have any clarification regarding the doc that needs to be updated, I would be happy to help. For example, are you running into an issue with creating a new storage/container as part of this process, or use an existing one? If you are trying to use an existing one, did you check your permissions on that storage?
Sorry @VanMSFT I can't remember the specifics of this one. I suspect it was security related because I managed to get it working in the end.
@chaholl Thanks for the update. We will now proceed to close this thread. If there are further questions regarding this matter, please comment and we will gladly continue the discussion.