You can use Azure Monitor to monitor any Azure SQL firewall changes and you can do more than that as you can even revert them using and Azure Logic and Azure Function as explained on this article.
Excerpt from the article:
"The easiest way to do this is to navigate to a given Azure SQL Server, open the Activity Log, and select an entry to create an alert on. The Activity Log entry should be Whenever the Activity Log has an event with Category=’Administrative’, Level=’informational’, Status=’succeeded’ and targeting an Azure SQL Server. "