Azure allows for direct SFTP access to their Blob storage accounts. This can be either with username/password or username private key. Make's current SFTP module does not support the encryption settings however, so it can not be configured succesfully. This is the error: "Handshake failed: no matching host key format".

Please read further here: https://learn.microsoft.com/en-us/azure/storage/blobs/secure-file-transfer-protocol-support