Hi @Dnirmania ,

Best practice is to configure storage with Unity Catalog:

Connect to cloud object storage and services using Unity Catalog - Azure Databricks | Microsoft Lear...

But in your question you're asking about  backup and recovery scenarios at the storage level. Those should be handled via Azure native capabilities like Azure Backup. The same applies for DR for azure storage, you can read more at below documentation entry.
Databricks is just using object storage of given cloud provider to store data. Its your responsibility (or azure administrator) to plan backup and disaster recovery scenarios.
Azure storage disaster recovery planning and failover - Azure Storage | Microsoft Learn