Thank you for reaching out.
I understand you have question about Azure Firewall logs for existing and past connections.
I think Structured Firewall Logs for Azure Firewall can help in this case, where you can explore Flow trace logs these firewall logs show traffic through the firewall in the first attempt of a TCP connection, known as the SYN packet.
Additional References:
Please let me know if you have any additional questions. Thank you!
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