What you can do is obtaining the image data by using the HTTP connector to get the image data from Azure file storage. The Content result of the HTTP connector should be a varbinary(max) string that contains a blob of image data. This data can then be converted to base64 and given to the Report in a way, and be interpreted by SSRS as image.
We are looking at ways to expand the File connectors to also be able to use other storage providers like Azure. This is a project for the 2021.3 release.
Last thing I can come up with is using the following: ImageHandler ashx in Image Control SSRS (microsoft.com) . As long as the ImageHandler can find the image, from an URL(Azure) with the necessary authentication by using SAS for example, it should work I think.
It must be possible to open access images stored in Azure files storage by using SAS keys. But it would be nice if reports could use the same method as used in the Thinkwise application, that will make it more robust and easier to maintain, especially in a multi tenant scenario.
Maybe the SAS token could be forwarded as parameter, when a report is executed by the application.
Direct access to a protected web location to be used by the SSRS report will be difficult - limited by the features of the reporting tooling. Public URLs, files on disk and blobs are the most straight-forward supported methods of embedding images in SSRS.
However, there certainly are new developments that will make this easier. In the upcoming release, 2022.2, it will be very easy to load files from file storages such as Azure files in system flows. This will use the existing file storage configurations without having to rely on http connectors.
You can use this to fetch the file and temporarily store the file on a disk location or in the database to be loaded as a blob by the report.
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