Thank you for reaching out.
If I understand correctly, you are facing connectivity issue with your Azure firewall even though you have added the specific DNAT and Networking rules. If you disassociate the Firewall from our Subnet, the connection works, so the firewall is denying the connectivity.
Is there any specific rule we need to setup in order to allow this?
It will be difficult to suggest the exact rule you need to add to enable connectivity. As by default the firewall denies the traffic, it will be helpful if you could enable the Diagnostic logging for the firewall as these logs will give you an idea on which specific rule either Application, Network or DNAT is blocking the traffic. You can take a look at the log structure here for the specific firewall rule. After taking a look the msg property of the logs you will get an idea general idea on which specific rule needs to be added to enable connectivity. Just an FYI, when you enable diagnostic logging, usually there is a delay of ~30 mins before the logs start populating.
Additionally, if you have NSGs deployed in your environment you can check they are blocking the connectivity after DNAT takes place in the Firewall.
Hope this helps! Please let me know if the issue still persists. Thank you!
Please "Accept the answer" if the information helped you. This will help us and others in the community as well.