I wouldn't generally recommend using these cloud solutions to replace a file server, apart from maybe SharePoint Online (Even then with some caveats).
I could probably write a bit of an essay as to why. But it's your funeral
Primarily, think backup compliancy and permissions. And then also be sure you read the fine print about the limitations of these solutions especially with large libraries, they could bite you later.
be more specific ? You saying azure file services is not good enough ? Even through it can intergrate into your on premises / hybrid Active Directory ? What about using a mixture of sharepoint and AD security.Seems a perfect solution.