Thank you @Anonymous for your question. Unfortunately, there is not mechanism that you can use to capture packets from the Front Door as of now. Like the Application Gateway, you're only able to capture packets from your backends. Since you currently have an AppGW behind your Front Door instead of your APIM, it will be difficult to capture all the headers added by the Front Door since the AppGW will kind of change some of those headers before they reach the APIM in the backend.
Below you can see the headers added by the front door to every request just to have an idea:
https://learn.microsoft.com/en-us/azure/frontdoor/front-door-http-headers-protocol#front-door-to-backend
Also, the logs will not really help as the information provided by them is totally different from the headers added by the Front Door. Below is the information available in access logs:
https://learn.microsoft.com/en-us/azure/frontdoor/standard-premium/how-to-logs#access-log