Hi DaveNoonan-0402,
If my understanding is correct, your client will be connecting to the Functions App via Azure firewall.
In order to do that you need to create a DNAT rule to point to the FQDN of the Function App. But the challenging part is that your client need to point the FQDN of the Function app to the Azure Firewall's IP. If you want to do it in a global scale, then you need to create custom domain and point Azure firewall IP to it.