Thank you for reaching out.
You can try steps mentioned below to see if you are able to pin-point the issue.
- Check the network security group (NSG) rules associated with the FTP server and see they are blacking the communication. You can use IP flow verify to test network communication.
- Check the routing table associated with FTP server (if any) to ensure that the traffic is being routed correctly.
- You have mentioned about firewall in your question above. You can follow the blog here to validate FTP scenarios in Azure Firewall.
If this does not help, please share a rough network diagram of your set-up so that we can suggest any additional troubleshooting steps.