Hopefully this helps you.
Here is a quite similar situation like you have.
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I am attempting to configure directory or file-level permissions for Azure File Share. I have mounted the file share to a Windows VM and added deny permissions for reading and writing for a test file at the root of the file share. The permissions are set for a test user in Active Directory. When logging into the the Windows VM with the test user I can see the permissions are set for the file but I am able to access both reads and write to the test file. Is there a tutorial or documentation for configuring directory or file-level permissions for Azure File Share?
Hopefully this helps you.
Here is a quite similar situation like you have.