Hi @mr58 ,
Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
I understand that you are interested in using ExpressRoute-VPN Co-existence along with Azure Firewall.
Your requirement is documented here :
https://learn.microsoft.com/en-us/azure/firewall/tutorial-hybrid-ps
This will work with both ExpressRoute and VPN Gateway
You have to use a combination of both BGP and UDR to achieve this.
Please let us know should there be any follow-up queries on this.
Cheers,
Kapil.
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