ODMAD custom downloads scripts it's not able to connect to AzureFS share
Custom Download File task is running through the device agent service. This service is running as a Local System account so when it's performing scripts, like connection to the share, then machine account is used for authentication. AzureFS permissions cannot be given to the machine, and also service cannot be reconfigured to start using Azure credentials.
To address this issue in the future, Enhancement Request ODMAD-I-282 has been created. This should allow to specify alternative set of credentials for the Download File task.