I mentioned before that you could use the idea of data persistency to rebuild your data from total failure. There are two types. RDB and AOF.

RDB – persists a snapshot of your cache in a binary format. The snapshot is saved in an Azure Storage account. AOF – saves every write operation to a log. The log is saved at least once per second into an Azure Storage account. 

This is quite an in-depth topic area and I suggest further reading to determine which one suits you: https://redis.io/topics/persistence#aof-disadvantages

To set this up you will see data persistence section within your Redis Cache

Then I select RDB and a pre-built storage account that I have within the same resource group for this solution.

If you navigate to the relevant storage account you will see a container for your Redis.

Don’t forget that your auth method does not have to be key based, whenever I build Azure Solutions I rather not use keys if possible, here I use the preview Managed Identity.

Couple of other points worth mentioning.

1. You can’t enable both types, only one at a given time.
2. Don’t forget the logged data within the account has associated costs assigned to it.
3. If you are dealing with high throughput data then you will probably want your storage account to be premium.
4. RDB files are backed up to storage are stored in the form of page blobs.