as the @krshg suggested the easiest way to check the existance of the blob file is
from azure.storage.blob import BlobClient
conn_str = "my_connection_string"
my_blob_name = "my_dir/my_blob"
blob = BlobClient.from_connection_string(conn_str=conn_str, container_name="mycontainer", blob_name=my_blob_name )
exists = blob.exists()
print(exists)
Howeverm, I have a smal problem to acquire the connection string. I am using the Azure Storage Explrer. If you too do so you can get the connection string by clicking on the storage and on the butum-left panel get the cconnection string :
Another thing is that if inside the container there is a directory that contain s your blob file you can easily use the path format to your file