Hello @Mukteswar Patnaik ,
That's expected. When you enable a firewall for a storage account, make sure you also check the Allow Trusted Services
to ON. This allows connectivity from Azure trusted service. Data Factory is a trusted service, and it should go through fine.
For Azure function, you can create a VNET and attach the VNET to the function. Then allow this VNET to connect to the storage account.
Mark as answer if this post helps you