Add azurite to github CI actions

[beauraines]

The tests that require Azurite are skipped. These would be good to test. Figure out how to do this.

See

• https://medium.com/medialesson/running-azurite-in-github-actions-5d2d628d320e
• https://learn.microsoft.com/en-us/azure/storage/blobs/use-azurite-to-run-automated-tests