How to export and download content search results by New-ComplianceSearchAction on Linux?

I need to do a compliance project. I want to export the content search results to a specific location, and then download them locally. I saw one possible solution like this:

1. Create one new content search:
New-ComplianceSearch "your_descriptive_name" -ExchangeLocation all | Start-ComplianceSearch

2. Execute the search:
New-ComplianceSearchAction "your_descriptive_name" -Export -Format Fxstream

3.Once the tool finishes exporting the results, you can run the Get-ComplianceSearchAction cmdlet to find out the url required to download the exported data:

Get-ComplianceSearchAction "your_descriptive_name_export" -IncludeCredential | FL

The Results include two pieces of information you need to download the PSTs: the Container url and the SAS token. Together, they form a full URL.

4. Use Azcopy to download the result from the URL(use SAS token) which could be got by step3.

Confirm serveral questions, pls:
1.Is this solution available on Linux Server?
2.If this solution available, could someone help to share one sample data about step3? I don't know the exact structure of the data.
3. Is there a better solution, pls?

Below link is also my related question:

https://techcommunity.microsoft.com/t5/microsoft-365/how-to-use-powershell-cmdlet-to-export-content-search-results/m-p/4204782#M53470

Any help or guidance would be greatly appreciated!