Q. Would someone mind outlining what the steps are to configuring the default storage locations, such that any artefacts or data which are pushed to the server are stored by default on the Azure Blob Store?

Hi VivaciousPenguin66
See my reply here on configuring the default output uri on the agent: https://clearml.slack.com/archives/CTK20V944/p1621603564139700?thread_ts=1621600028.135500&cid=CTK20V944
Regrading permission setup:
You need to make sure you have the Azure blob credentials on the agent's machine, so it can actually access the blob storage. Make sense ?
https://github.com/allegroai/clearml-agent/blob/e93384b99bdfd72a54cf2b68b3991b145b504b79/docs/clearml.conf#L276