@Shep Sheppard​ Please refer to below doc on setting up a storage credential. You can use either an Azure managed identity or a service principal as the identity that authorizes access to your storage container. Managed identities are strongly recommended. They have the benefit of allowing Unity Catalog to access storage accounts protected by network rules, which isn’t possible using service principals, and they remove the need to manage and rotate secrets. Once you have valid storage credential and external location, you should be good.

https://learn.microsoft.com/en-us/azure/databricks/data-governance/unity-catalog/manage-external-loc...