Azure Site To Site VPN Through Private IP With Azure Firewall
In this pattern, we leverage the Azure Virtual Network Gateway’s private IP address as the Ikev2 tunnel termination endpoint to for a VPN tunnel through Azure firewall’s public IP addess. ArchitectureAzure VPN Gateway ConfigurationFirewall DNAT and Network RulesUser Defined RoutesConsiderationsConclusionArchitecture VPN Gateway Configuration Deploy a route-based VPN gateway
Make sure to choose a Zone-Redundant SKU (like VpnGw1AZ, VpnGw2AZ, etc) because they’re the only ones that support VPN over private IP (Azure Docs)
Read more