Hello Shishwath Kumar,
Thanks for your question.
Can you check if you selected the specific logs you wish to collect within the diagnostic settings of your Application Gateway. See: https://learn.microsoft.com/en-us/azure/application-gateway/application-gateway-diagnostics
Once this is verified, If it’s been only a short duration since enabling diagnostics, consider waiting a bit longer. Sometimes it can take a few hours to propagate
You can mark it 'Accept Answer' and 'Upvote' if this helped you
Regards,
Abiola