Having not found a satisfactory way to use Azure File Storage, and the costs involved in using an API endpoint, I finally found the best solution for this project at its current scale, and that is Azure Blob Storage. This allows much easier access from a python script to both read and write data to a central shared space and is extremely cheap for the small amount of data we are using.
I am aware that I am creating a small scale project that if it needs to be scaled up will require rewriting to use a database. I would have done this from the start but having to take breaks for personal and health reasons has left me without the time. This small scale approach has been agreed with Mike and SEND so while not what I anticipated at the start is the best solution.