Hello Hero Tran
Thank you for posting the question!
If you're dealing with terabytes of video files, Azure Data Box is likely your best option. Microsoft ships you a physical storage device that you can load with up to 80TB of data, then ship back to Azure where they'll upload it directly to your Azure Files storage. This bypasses internet bandwidth limitations and is cost-effective for large migrations.
You can also use AzCopy, which is a command-line tool designed for copying data to and from Azure storage.
Refer: https://docs.azure.cn/en-us/databox/data-box-quickstart-portal
Let me know if you have any questions or concerns!