I'm trying to create a cloud store to an azure data lake (gen 2). I'm running ArcGIS Enterprise 10.6.1. I've gotten past my first hurdle and found working app keys and IDs (see that post). I think I have roles assigned that should provide permissions, but I don't see that in practice. My error looks like:

My data lake filesystem is called 'lakefilesystem', and under that I have a sample data folder called 'NYCTaxi'. I've tried all the combinations of 'lakefilesystem/NYCTaxi', 'lakefilesystem', 'NYCTaxi', and they all have the same result as shown above.
Has anyone got this working and can point me in the right direction? Your help is appreciated!