I would like to provide more details about our architecture. I did the below steps.

• I am the Azure Databricks 
• Created a Azure Databricks Workspace (Premium Tier)
• Created a Databricks Metastore, named metastore1
• Created a Azure ADSL Gen2 (storage account with Hierarchical namespace enabled), named adslgen2a
• Created a Azure Access Connector for Azure Databricks as a Azure Managed Identity, named ac_for_dbr
• In the adslgen2a, assigned the roles Storage Blob Data Contributor and Storage Queue Data Contributor to the ac_for_dbr
• Created two ADSL Gen2 Containers under adslgen2a. One named adslgen2_default_container, another one named adslgen2_schema1_container.
• Created a Databricks Storage Credentials, named dbr_strg_cred, and the connector id is the resource id of ac_for_dbr. The Permissions of the Storage Credentials were not set (empty).
• Created two Databricks External Locations, both use the dbr_strg_cred.
• One external location named dbr_ext_loc_catalogdefault, and points to the ADSL Gen2 Container adslgen2_default_container. The Permissions of the External Location were not set (empty).
• Another one named dbr_ext_loc_schema1, and points to the ADSL Gen2 Container adslgen2_schema1_container. The Permissions of the External Location were not set (empty).
• Created a Databricks Catalog, named catalog1, under metastore1. Set dbr_ext_loc_catalogdefault as this catalog's Storage Location.
• Created a Databricks Schema, named schema1, under catalog1. Set dbr_ext_loc_schema1 as this schema's Storage Location.
• Created a Databricks Volume, named volumn11, under schema1.
• On Databricks UI, I can upload/download files on volumn11.
• However, when I created a All-purpose compute, and run dbutils.fs.ls("/Volumes/catalog1/schema1/volumn11"), I got error Operation failed: "This request is not authorized to perform this operation.", 403, GET
• Details about the All-purpose compute
  • Type: Single node
  • Access mode: Single user
  • Single user access: myself
  • Runtime version: 14.3 LTS
  • Enable credential passthrough for user-level data access: disabled