Hello @Vivek Sagar Pandey
First, Azure IoT Edge support communicating MQTT of AMQP over Websockets (port 443).
Though, the firewall does not need to support inbound calls which makes it vulnerable to attack!
Opening an AMQP or MQTT port in the firewall towards the internet needs outbound connectivity only. This means the edge is in control and setting up two-way communication to the cloud gateway.
So, from a technical point of view, using AMQP or MQTT is secure. You can further reduce the attack vector by setting the IP filter ranges on the IoT Hub and the firewall. It's even possible to make the IoT Hub part of a VNET.