I think I understand the setup here, you have a vWAN HUB terminating probably VPN and/or ExpressRoute
All vNets are peered to the vHUB
The Palo is intended to filter all traffic to- and from on-premise and between vNets?
I suggest looking at this documentation for such scenarios:
https://learn.microsoft.com/en-us/azure/virtual-wan/scenario-route-through-nvas-custom
You need to decide if you wish to use the NVA vNet as a HUB where the NVA vnet is the only one peered to the vHub and the rest of the spoke-vNets are connected only to the NVA vNet. This will be the easiest solution and will require less work with routing and NAT. See the documention for this scenario here:
https://learn.microsoft.com/en-us/azure/virtual-wan/scenario-route-through-nva
Or you could keep all the vNets peered to the vHUB and use managed routes in vHUB to force all traffic through the NVA cluster, but due to the routing here this will require source NAT on the NVAs to allow forwarded traffic not to bee route-looped back to the NVA. e.g
You must also decide if internet egress traffic should be directed out through the NVA to internet
For the second setup:
vHUB 10.0.0.0/24
NVA vNet 10.1.0.0/24
Spoke1 vNet 10.2.0.0/24
Spoke2 vNet 10.3.0.0/24
Routes in vHUB propagated to Spoke1 and Spoke2
0.0.0.0/0 - NextHop - Virtual Appliance NVA Load Balancer IP
Routes propagated to NVA vNet
10.2.0.0/24 - vNet peering Spoke1
10.3.0.0/24 - vNet peering Spoke2
The easiest way to check effective routes is to provision a VM in a spoke vNet and check effective routes on the NIC of the VM