@RAIHANKHAN-2722
Thank you for your post!
Since I'm part of the Azure Security Center team and this looks like a networking issue, I've removed the "azure-security-center" tag and have reached out to our Networking team to look into this issue.
In the meantime, I was able to do some research on this and will post my colleague's answer below.
Azure Front Door WAF and Azure App Gateway WAF are very similar in functionality, one of the main differences is where the WAF is applied.
Azure Front Door applies the WAF filters at edge locations, way before it gets to the datacenter. App Gateway applies the filter when it enters your VNET via the App Gateway.
Your best bet is to choose between the 2 in an application delivery perspective, and then apply whichever WAF you choose.
If what you are using is inside of a VNET and inside a single region, App Gateway will be your best bet. For a multi-regional deployment or global route filtering, use Azure Front Door.
Additional Links:
Application Gateway pricing
Azure Front Door pricing
How WAF features differ with Azure Front Door, Azure Application Gateway and Azure CDN.
Please allow some time for our networking team to look into your issue and answer any questions I missed.
Thank you for your time and patience throughout this issue.
Please remember to "Accept Answer" if any answer/reply helped, so that others in the community facing similar issues can easily find the solution.