The first attempt failed - "Failed to provision cloud service".
The CloudMgr.log file was full of information and told me what I needed to know.
"The subscription is not registered to use namespace 'Microsoft.Storage'".
I could see the same in the Azure Activity log.
This was a little unusual for me as I hadn't come across this problem before. I know that I have to register the Classic.Compute resource provider (this one has it's own issues in that it's not exposed in a CSP subscription) but I've never seen a problem with the Microsoft.Storage resource provider.
As usual I found that it was specifically called out in the official docs.
"The Microsoft.ClassicCompute & Microsoft.Storage resource providers must be registered within the Azure subscription".
I registered the Microsoft.Storage resource provider.....
....and was able to deploy the CMG.
I hope this helps you. Until next time......