Sep 09 2019 02:14 PM
Sep 10 2019 07:15 AM
@Admin O365 - Does not appear that it does at this time. See the FAQ in the Azure Firewall Documentation:
https://docs.microsoft.com/en-us/azure/firewall/firewall-faq
Azure Firewall is a basic firewall service that can address certain customer scenarios. It's expected that you'll have a mix of third-party NVAs and Azure Firewall. Working better together is a core priority.