Upload large data to storage in different zones

Hi Agil Yolchuyev.

For your first question, it depends of what the purpose of this large object, after all, Data Lake is a  Optimized storage for big data analytics workloads, if this object it's gonna be used to Big Data Analyses, i wold recommend use Data Lake, if not, use the Blob.

(Reference: https://docs.microsoft.com/en-us/azure/data-lake-store/data-lake-store-comparison-with-blob-storage)

For your second question, since the object has a large size and i don't know your internet bandwith, i recommend look for Azure Import/Export service, where you send a external Disk to Azure and they upload your objects to Azure Storage. 

(Reference: https://docs.microsoft.com/en-us/azure/storage/common/storage-import-export-service)

But if you have a good link, you can use AzCopy
(Reference: https://docs.microsoft.com/en-us/azure/storage/common/storage-use-azcopy-migrate-on-premises-data)

Looking foward to hearing from you

All the best. JP