The oak-run console can be used with the Azure Segment Store, by providing the az: URL and the secret in an env variable. However, it'll throw a NPE, because of the missing options.getTempDirectory() value in org.apache.jackrabbit.oak.run.cli.SegmentTarFixtureProvider#configureSegment. There's no way to set this value from command line options for oak-run console. We can create a temp directory in this case - it shouldn't be used anyway, that's just a requirement for creating the FileStore.
//cc: Andrei Dulceanu