@Menon, Pradeep Thank you for reaching out to Microsoft Q&A. I understand that you want to filter traffic between subnets in your Vnet via the Azure FW in the secure vHub.
However, you can use a secured virtual hub to filter traffic between virtual networks (V2V), virtual networks and branch offices (B2V) and traffic to the Internet (B2I/V2I). A Virtual WAN cannot attract traffic between two subnets that are in the same virtual network. Therefore, this is not a supported scenario at the moment. Hope this helps.
Please let us know if you have any further questions and we will be glad to assist you further. Thank you!
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