"nickandartie" is the name of a storage account on Azure. The file in question is a blob being stored in said storage account.
Storage accounts (for blob storage) are given subdomains under blob.core.windows.net. These storage accounts can be owned (or "rented" to be more accurate) by any Azure customer, but Microsoft still issues DNS names as subdomains under the main windows.net domain, which is obviously owned by Microsoft.
You are not going to see any WHOIS listing for an Azure storage account because you can't do a WHOIS lookup on a subdomain.