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I understand that you would like to restrict the egress traffic from your ARO using an Azure Firewall.
You must make use of Azure Red Hat OpenShift Egress lockdown feature.
Egress lockdown takes a collection of domains required for an Azure Red Hat OpenShift cluster to function and proxies calls to these domains through the Azure Red Hat OpenShift service. The domains, which are region-specific, can't be configured by customers. Egress lockdown doesn't rely on customer internet access for Azure Red Hat OpenShift services to work. In order for clusters to reach any Azure Red Hat OpenShift service, cluster traffic exits through an Azure private endpoint created within the cluster resource group where all of the Azure Red Hat OpenShift resources are available.
With the above, most of the Endpoints proxied through the ARO service and does not need any manual/user configuration.
In addition to the above, there is a List of optional endpoints to use features such as Operator Hub or Red Hat telemetry.
The following Points may come in handy
#1
To route traffic to Azure Firewall, you must add a user-defined route (UDR) that has a 0.0.0.0/0 route to Azure Firewall.
How to ? - Refer : Create a 0.0.0.0/0 route.
#2
To create Application Rules in Azure Firewall : https://learn.microsoft.com/en-us/azure/firewall/rule-processing#network-rules-and-applications-rules
#3
Make sure you do not have asymmetric routing.
i.e., Traffic comes in via a Public IP of Load Balancer and goes out via Azure Firewall.
For private traffic, this should be an issue.
However, in case you are receiving inbound traffic via Public LB, see : How to fix the routing issue
Kindly let us know if this helps or you need further assistance on this issue.
Thanks,
Kapil
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