DISCLAIMER: it was tested on HDP 2.3.2 only. There are two blocking JIRAs preventing usage of blob storage as primary filesystem on HDP 2.3.0. For HBase, you need to use page blob instead of block blob.
First things first, install Azure CLI for Mac or use Azure portal. The steps below are for CLI.
azure storage blob list storagecontainernae --account-name storageaccountname --account-key
Once the previous steps have been completed, go to Ambari UI and edit the core-site.xml
In addition to these properties, you need to replace fs.defaultFS property with the wasb path.
These properties and their descriptions are discussed in hadoop-azure documentation. If you choose to install HBase you also need to edit hbase-site.xml and modify hbase.rootDir property.
Now restart the cluster for changes to take effect and start using the cluster. For HBase, there are some open JIRAs and your usage may vary. I encountered the following error when I tried to pre-split and drop/create the same table over and over. The fix is coming in Hadoop 2.8 so until then, beware of acquired lease messages on HBase.