is there a way to COPY data into Vertica from Azure Blob storage similar to what we can do with AWS S3?`
I am searching for the Azure analogon of
=> COPY t FROM 's3://AWS_DataLake/*' ORC;
Not yet. If you wanted to build something, writing a UDSource SDK function based on the Azure Blob C++ SDK could be fruitful.
Edit: Worth noting, sadly the UDSource won't work with ORC.
You could try an S3 API wrapper for Azure, e.g. https://minio.io/azure.html