The data in the cool tier is "considered / intended to be stored for 30 days". But this is not a must. You can store data indefinitely in the cool tier. The mentioned reference (see below) even gives an example of large scientific or otherwise large data which is stored for long duration in the cool tier.
https://docs.microsoft.com/en-us/azure/storage/blobs/storage-blob-storage-tiers?tabs=azure-portal

Instead use Azure Network Watcher to run IP flow verify to analyze the network traffic.
Reference:
https://docs.microsoft.com/en-us/azure/network-watcher/network-watcher-monitoring-overview
https://docs.microsoft.com/en-us/azure/network-watcher/network-watcher-ip-flow-verify-overview

You can dynamically provision Azure HPC clusters with Azure CycleCloud.
Azure CycleCloud is the simplest way to manage HPC workloads.
Note: Azure CycleCloud is an enterprise-friendly tool for orchestrating and managing High Performance Computing (HPC) environments on Azure. With CycleCloud, users can provision infrastructure for HPC systems, deploy familiar HPC schedulers, and automatically scale the infrastructure to run jobs efficiently at any scale. Through CycleCloud, users can create different types of file systems and mount them to the compute cluster nodes to support HPC workloads.
Reference:
https://docs.microsoft.com/en-us/azure/cyclecloud/overview

Microsoft recommends that you use a GPv2 storage account for most scenarios. It supports up to 5 PB, and blob storage including Data Lake storage.
Note: A key mechanism that allows Azure Data Lake Storage Gen2 to provide file system performance at object storage scale and prices is the addition of a hierarchical namespace. This allows the collection of objects/files within an account to be organized into a hierarchy of directories and nested subdirectories in the same way that the file system on your computer is organized. With a hierarchical namespace enabled, a storage account becomes capable of providing the scalability and cost-effectiveness of object storage, with file system semantics that are familiar to analytics engines and frameworks.
Reference:
https://docs.microsoft.com/en-us/azure/storage/common/storage-account-overview
https://docs.microsoft.com/en-us/azure/storage/blobs/data-lake-storage-namespace

Reference:
https://docs.microsoft.com/en-us/azure/active-directory/identity-protection/howto-identity-protection-configure-mfa-policy
https://docs.microsoft.com/en-us/azure/active-directory/identity-protection/howto-identity-protection-configure-risk-policies