Hubert-Dudek
Databricks MVP

Yes it is possible. Please create own Azure data lake storage and mount it to directory of your choice.

In all databases, tables use location pointing to your mount.

How to do it I explained step by step in that post https://community.databricks.com/s/feed/0D53f00001eQGOHCA4


My blog: https://databrickster.medium.com/