Describe the enhancement requested

We need to write tests for #18014. azurite is like a fake Azure blob storage so it can be used to write integration tests. I think this should unblock #29847

The work was basically all done by #12914 but we need to extract the azurite stuff out of that PR so we can merge it incrementally in small PRs.

Related Issues:

• [C++] Filesystem implementation for Azure Blob Storage #18014 (is a child of)
• [C++] Add azure-sdk-for-cpp to ThirdpartyToolchain #29847 (is depended upon by)

Component(s)

C++