Azure OpenAI - If I add a data source, it no longer follows my instructions on how to respond?

Hi everyone, I've been messing with Azure OpenAI for a few days and find it pretty cool.  One issue I have though is I will give it example prompts, and fill in the "Give the model instructions and context" section which works great, but when you add a data source like Azure Blob, it ONLY uses that and ignores all instructions.

I have "limit responses to your data content" under data source disabled.

Is this normal behaviour?

The second issue is that even with this unchecked above, it still only responds based on the documents.  For example, I'll ask about a product and it responds based on my documents.  I'll then ask if a competitor company also offers this product, and it will say that it doesn't know as that wasn't found in the documents.  I tell it to search online and it says it's not capable of searching online and can only provide information based on the documents I've provided."

Just a bit confused by that since using ChatGPT directly would have answered that question.

My goal is to have it be a general AI like ChatGPT, as in, it will answer general questions, but ALSO reference our documents.  Is that not possible, like is it one or the other?