fix azure container name and blob name in download_from_azure

[jaehwana2z]

Description of changes:

Fixes the bug in initializing container name and blob name in download_from_azure()

Issue #, if available:

Fixes #727

Merge Checklist:

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[snarayan21]

@jaehwana2z thanks for the contribution! running tests.

[XiaohanZhangCMU]

LGTM!