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I have Pulumi code that creates all 3, and I don't explicitly set anything as "parent." The fact that the storage account depends on the resource group and the blob container on the storage account is sufficient to achieve the required dependencies, at least for me.

if you use the object properties, pulumi will automatically resolve the dependency order, though it will not set parent-child relationship afaik. Example:

...
rg = resources.ResourceGroup(
        resource_name="something",
    )
sa = storage.StorageAccount(
...
resource_group_name=rg.name,
...)