For this problem, I suggest you to use integrated service environment as Frank mentioned in his answer. But here I provide you with some more detail steps for your reference.
1. Create a virtual network and ensure it has at least 4 subnet, you can just do it by clicking the "Add new virtual network" button in your storage account "Firewalls and virtual networks" tab.
If you create the virtual network in your storage account "Firewalls and virtual networks", you need to go to the new virtual network and add three subnet to ensure it has at least 4 subnet (shown as below screenshot), and go back to your storage account "Firewall" tab, add the virtual network again (because it may missing after you add three subnets).

2. Then, we need to create an integration service environment, choose the virtual network which you created just now at the bottom of the creating page.

The creation will take a long time, it took me more than four hours to create the integration service environment.
3. After creating the ISE, we need to create the logic app and choose the ISE which we created when creating the logic app.

4. Wait about 20 minutes because the ISE will take some time to be ready even if it was created successfully. And then in your logic app, add the "Azure blob storage" connector with "ISE" icon.

5. Add the "create blob" action and it will ask you to create the connection, do creating the connection as before you did and it will generate a API connection in the same resource group of your logic app.
Wait a few minutes until you can click and open the API connection because this kind of API connection(with ISE) requires more time to be ready. Otherwise you will see some text like "can not find the api azureblob...." in your logic app "create blob" action.
6. Now we can see the items in storage in "create blob" action.
