Optimize Rasters - Creating Raster Proxies Question

[phess_luckstone]

When trying to create raster proxies I get this error, I am trying to create the raster proxy and store the proxy and cache in a blob container.  First question for what I am trying to achieve is, am I able to create a raster proxy that lives on a local machine like my image server while the cache lives in a blob container?

Second question is I got this warning to put in a Output Temporary Folder and Raster Proxy Output Folder location however in the Geoprocessing window those aren't options, they also aren't under the advanced tab or in the environments , what am I missing here?