Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
I understand that you would like to preserve the source IP of the incoming DNAT rules via Azure Firewall.
Since DNAT happens at Layer 4, the actual source IP is not preserved by the Azure Firewall.
This is by design.
To work around this, you can consider using Azure Application Gateway in front of the Azure Firewall and make use of the X-Fowarded-For header added by App gateway.
Hope this clarifies.
Cheers,
Kapil