For anyone who still struggling, I made it work using the code snippet below in python. Just pass the content_disposition argument when generating the SAS. Thanks to @user3102567 answer

output_sas_blob = generate_blob_sas(
        account_name=storage_acct,
        container_name=storage_cont,
        blob_name=blobname,
        account_key=storage_key,
        permission=BlobSasPermissions(read=True, write=True, create=True),
        expiry=datetime.utcnow() + timedelta(hours=1),
        content_disposition=f"attachment; filename = {filename} "
    )