It seems like there is a azure module as part of the installed python libraries, in theory I would use the azure.storage.blob function to save the results of my query to our blob storage account, however I get an error.
ImportError: No module named storage.blob
this suggests there is an azure module but that it doesn't have the expected storage.blob components I want to use.
Has anybody managed to use this module? Or is it something that would have to be manually installed?
I can't say for sure but what I suspect is going on is that Matillion comes with the Python core Azure module(s), but doesn't extend past that. If you can remote into the Matillion instance, you should be able to install the "azure-storage-blob" module which will give you the functionality around blob storage. You will know pretty quickly when you go to run the pip install on azure-storage-blob if it was already installed or not based on the output.
We do a fair amount of these module installs on our Matillion instance. Once you do it once or twice it just becomes second nature. I don't know what the equivalent to a CloudFormation template is in Azure but we add these module installs to the template so that the next time we standup a new instance it will automatically install these modules that we use all the time. I hope this helps solve your issue. Post back if you need more help.