KramMS, you could out the mapping into a SP to map each time the backup runs. You can setup the Fileshare to allow permissions to your AD accounts and assign permissions to the SQL Service and Agent account to the Fileshare without needing the Key.
Your SP would be similar to below and put code in backup script to check the @Success parameter to run backup or fail and notify you.
CREATE procedure [ADMIN].[sp_ZDriveMap_Azure] @Success int output
as
begin
exec sp_configure 'xp_Cmdshell', 1
Reconfigure
WAITFOR DELAY '00:00:02';
--drop table #tmp_MapDrive
create table #tmp_MapDrive(field1 varchar(255))
insert into #tmp_MapDrive
exec xp_cmdshell 'dir X:\'
--select * from #tmp_MapDrive
if exists(select 1 from #tmp_MapDrive where field1 = 'The system cannot find the path specified.')
begin
print 'Adding Drive'
exec xp_cmdshell 'net use X: \\mybackup.file.core.usgovcloudapi.net\myfileshare /PERSISTENT:YES'
end
delete from #tmp_MapDrive
insert into #tmp_MapDrive
exec xp_cmdshell 'dir X:\'
if exists(select 1 from #tmp_MapDrive where field1 = 'The system cannot find the path specified.')
begin
print 'does not exist'
select @Success = 0
end
else
begin
print 'exist'
select @Success = 1
end
exec sp_configure 'xp_Cmdshell', 0
Reconfigure
end