Extended events error in Azure Managed instance

I have setup extended events on Managed instance. Below are the steps followed:

  1. create a master key
  2. Create a credential for Azure Blob storage with shared access token
  3. Create the extended event and start the session

The session is running and I can see the file available in blob storage.

The issue is whenever I am trying to view the target data, I am getting the error:

The log file name "https//example.blob.core.windows.net/exevents/Alwaysonheath*.xel" is invalid. Verify that the file exists and that the sql server account has access to it. (Microsoft sql server, error: 25718)

when i run the query to fetch event data: SELECT event_data FROM sys.fn_xe_file_target_read_file (N’https//example.blob.core.windows.net/exevents/Alwaysonheath*.xel’,NULL, NULL, NULL);

The result set is empty

Note: I can download the file from azure storage and view the content, only when trying to view target data I am getting the above error.

Can you please guide me what might be the issue