Setting up sp_AllNightLog using Azure Blob Storage
Brent Ozar's sp_AllNightLog uses Ola Hallengren's backup script.


  Inside each of those Agent jobs, they call sp_AllNightLog @Backup = 1, which loops through the table to find databases that need to be backed up, then call Ola Hallengren’s DatabaseBackup stored procedure.


So you just need to configure Ola's script to write to Azure Blob Storage. 


  Striping of backups to Azure Blob Storage
  
  The SQLCAT - team has a blog post about how you can optimize performance when backing up to Azure Blob Storage. You can stripe the backups to multiple files, and use the options MAXTRANSFERSIZE, and BLOCKSIZE. 

EXECUTE dbo.DatabaseBackup @Databases = 'USER_DATABASES',
@URL = 'https://myaccount.blob.core.windows.net/mycontainer',
@BackupType = 'FULL',
@Compress = 'Y',
@Verify = 'Y',
@NumberOfFiles = 8,
@MaxTransferSize = 4194304,
@BlockSize = 65536



This is the important part:

@URL = 'https://myaccount.blob.core.windows.net/mycontainer'