I see that the DatabaseBackup requires SQL Server 2012 SP1 CU2 (11.03339). I have a Server using SP1 (11.0.3000), and I have verified Backing up to azure blob storage does work.
Is there a reason the Hallengren scripts require CU2?
From Microsoft's documentation:
Manage your backups to Microsoft Azure: Using the same methods used to backup to DISK and TAPE, you can now back up to Microsoft Azure storage by specifying URL as the backup destination. You can use this feature to manually backup or configure your own backup strategy like you would for a local storage or other off-site options. This feature is also referred to as SQL Server Backup to URL. For more information, see SQL Server Backup to URL. This feature is available in SQL Server 2012 SP1 CU2 or later. This feature has been enhanced in SQL Server 2016 (13.x) to provide increased performance and functionality through the use of block blobs, Shared Access Signatures, and striping.