@sekou keita I'm glad that you were able to resolve your issue and thank you for posting your solution so that others experiencing the same thing can easily reference this! Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others ", I'll repost your solution in case you'd like to "Accept " the answer.
Issue: Issue downloading file with + signs in their name, from Azure Blob Storage, in Azure App Service
Solution: I resolved the issue by modifying my file naming convention. Initially, I used the file name as a path parameter ("/baseurl/files/{filename}"). However, I addressed the problem by switching to a query parameter approach ("/baseurl/files?filename={filename}"). I hope this adjustment can also resolve any similar issues
---Please remember to "Accept Answer" if any answer/reply helped, so that others in the community facing similar issues can easily find the solution.