Just sharing the response received from the product regarding this question here for community benefit.
Based on the questions above
1: AFW Layer 4 configuration: is there a disruption to the data flow to the backend servers when changing AFW?
In case the firewall is deployed in 3 zones, zone aligned ones, meaning explicitly chosen all 3 zones during creating, then the firewall instances on the VM’s with the zone down will stop working, those connections will stop and the others operating vms will take them as they come again.
2: AFW Layer 7 configuration: How is the AZFW session state been handled, are they stateful sessions on all backend servers or are the sessions broken?
The sessions are stateful, hence the sessions on the VM’s that went down during one of the zones will be broken and need to be reestablished.
3: AFW Layer 7 with TLS inspection configuration: How is the AZFW session state been handled, are they stateful sessions on all backend servers or are the sessions broken?
same as above.
Hope this helps!
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