I am trying to download the Azure VM blob by using the Azure Storage Explorer so that I could upload the .vhd to another subscription. However, I got this error "Unable to read data from the transportation connection:The connection was closed." when downloading the blob.
Is there any way to solve it?
In order to transfer VHD from one storage account to another, you don't need to do that. In fact, I will go out on a limb and say "Please Stop Using Azure Storage Explorer". This tool has not been updated in ages and does not have the latest functionality offered by Azure Storage.
Azure Storage supports Async Server Side copy blob which will copy the blobs from one storage account to another on the server side without having to download the blob first from source storage account and reupload it in target storage account.
I would recommend using AzCopy which is now part of Azure SDK. If you've the latest version of SDK installed on your computer, you can find it in C:\Program Files (x86)\Microsoft SDKs\Windows Azure\AzCopy folder. Here's the sample usage to copy file from one storage account to another:
AzCopy "https://<oldaccountname>.blob.core.windows.net/<oldaccountcontainername .. usually vhds>/" "https://<newaccountname>.blob.core.windows.net/<newaccountcontainername .. again vhds>/" "<filenametocopy.extension" /SourceKey:<oldaccountkey> /DestKey:<newaccountkey> /BlobType:page /S
