Create a Managed Identity to authorize access to the external location. This managed Identity will be configured using a Databricks Storage Credential. Databricks recommends using an Access Connector for Azure Databricks.
After the managed identity is created, it needs to be provisioned read/write access to the storage target for the Overwatch Output (which will ultimately become your external location).
If you intend to provision the managed identity to the storage account you need to grant the managed identity
If you intend to provision the managed identity to a specific container you need to grant the managed identity