Hello @Umesh Kumar (CRS) ,
Welcome to Microsoft Q&A Platform. Thank you for reaching out & hope you are doing well.
You can find the high level design options via which you can deploy NVAs/3rd party firewalls on Azure in the below doc:
https://learn.microsoft.com/en-us/azure/architecture/reference-architectures/dmz/nva-ha?tabs=cli
Kindly let us know if the above helps or you need further assistance on this issue.
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