Globally unique resources that provide access to data management services and serve as the parent namespace for the services.
What you were told is only partly correct. Data Box does not split one blob object across devices, but a single Azure block blob is smaller than Data Box 120 or 525 usable capacity. The likely issue is the container or total dataset size.
Create multiple export orders and partition data by container or blob-name prefix. For each order, supply an XML blob list with distinct BlobPath or BlobPathPrefix entries; Microsoft also provides a script to generate manifests for multiple devices. Ensure manifests do not overlap and each selection fits its device.
Data Box export supports Hot and Cool blobs, so first change selected Cold-tier blobs to Cool or Hot and wait for tier changes to finish. Review retrieval and early-deletion charges. After delivery, validate copy and verbose logs before deleting Azure data. If device availability or the active-order limit blocks the plan, contact Microsoft Support.