Thanks Kaniz,

I'm using an External Location authenticated using a Managed Identity. The very same used for the non-partitioned table and many others that works pretty fine. This account has Storage Blob Contributor rights for all containers and folders in the storage account.

The path is also correct,  'abfss://temp@storage0account0name.dfs.core.windows.net/<schema>/DW/_partitioned/dw_agent_file/*/*', note that I'm using /*/* for year/month reference.

It seems that when I replace the identified path by /*/* its not being able to use the registered EXTERNAL LOCATION and it's trying to access via cluster access credentials (which are not being provided) in the Admin/Compute/SQL Warehouses/Data Security. As my understanding these aren't required for Unity Catalog assets.

Regards