[sonic-mgmt]: Install more azure packages (#1635)

Signed-off-by: Qi Luo <qiluo-msft@users.noreply.github.com>

dockers/docker-sonic-mgmt/Dockerfile.j2

@@ -46,6 +46,8 @@ RUN pip install ipaddr \
                 paramiko==2.1.2 \
                 adal
 
+# Install Azure Storage package
+RUN pip install azure-storage
 
 ## Copy and install sonic-mgmt docker dependencies
 COPY \
@@ -95,4 +97,8 @@ RUN curl -L https://aka.ms/InstallAzureCliBundled -o azure-cli_bundle.tar.gz
 RUN tar -xvzf azure-cli_bundle.tar.gz
 RUN azure-cli_bundle_*/installer
 
+# Known bug: azure keyvault cannot work behind a proxy
+# Temporary fix: upgrade the azure-keyvault package within az cli
+RUN ~/lib/azure-cli/bin/python -m pip install azure-keyvault -U
+
 RUN git clone https://github.com/Azure/sonic-mgmt