@SM Thank you for reaching out to Microsoft Q&A. I understand that you want to deploy/integrate a Palo Alto firewall into a Virtual WAN and also integrate 3rd party Tenant vnet's.
Here is a document that explains how to Connect cross-tenant VNets to a Virtual Wan hub.
Regarding integrating Palo Alto into the Virtual WAN Hub, you can follow this document -
Route traffic through an NVA for Virtual WAN which gives you step by step instructions on doing the same.
Please let us know if you have any further questions and we will be glad to assist you further. Thank you!
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