I understand that you're experiencing chunk load failures after migrating from Microsoft CDN (Classic) to Azure Front Door (AFD) Premium which is in detection mode, and this could be due to several factors, including configuration mismatches and caching issues.
Here, I don't think WAF would be the cause for increase in Chunk load failure. However, temporarily disabling the WAF will help to isolate if the issue persists.
Please Compare CDN Configurations with AFD and make sure that AFD’s routing rules, health probes, and SSL/TLS settings that exactly match with the previous CDN setup.
If caching is enabled, Front Door uses a technique called object chunking. When a large file is requested, Front Door retrieves smaller pieces of the file from the origin. After Front Door receives a full file request or byte-range file request, the Front Door environment requests the file from the origin in chunks of 8 MB.
If the origin doesn't support byte-range requests, or if it doesn't handle range requests correctly, then this optimization isn't effective.
Note:- If the origin uses Chunked Transfer Encoding (CTE) to send data to the Azure Front Door POP, response sizes greater than 8 MB aren't supported.
Refer this article: https://learn.microsoft.com/en-us/azure/frontdoor/front-door-caching?pivots=front-door-standard-premium#delivery-of-large-files
Further, you can use browser developer tools (Network tab) to identify HTTP status codes and response details for failed chunks (e.g., 403 Forbidden).
Look for headers like X-Azure-Ref ID and match with AFD diagnostic logs to understand the cause.
Refer this article: https://learn.microsoft.com/en-us/azure/frontdoor/standard-premium/how-to-logs
I hope this has been helpful!
If above is unclear and/or you are unsure about something add a comment below.