@Isi Are you using databricks-sdk library to access this volumes?example: https://docs.databricks.com/aws/en/dev-tools/sdk-python#files-in-volumes:~:text=Catalog%20volume.-,Python,-from%20databricks.
You have to create a new user in Azure AD(Microsoft Entra ID) and assign relevant permissions to the user to access databricks account. This is a common error when the user id is a gmail or personal email account which is not part of azure AD.
