I debugged it a little bit, the exception was thrown at:
context->task_futures.emplace_back(std::async(std::launch::async, thread_upload_func));
Once this condition happened, I could not recover from it. I created a new blob_client and tried to use it, but I still get the exception.
This is running on Ubuntu:
LSB Version: core-9.20160110ubuntu0.2-amd64:core-9.20160110ubuntu0.2-noarch:security-9.20160110ubuntu0.2-amd64:security-9.20160110ubuntu0.2-noarch
Distributor ID: Ubuntu
Description: Ubuntu 16.04.2 LTS
Release: 16.04
Codename: xenial